+59.4%
ZTS vs DAR
+361.9%
-302.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.5% |
| 7D | -4.8% | -0.9% | -3.9% | -4.6% |
| 30D | +1.2% | +13.0% | -11.7% | -1.3% |
| 3M | -6.0% | +15.0% | -21.0% | -8.9% |
| 6M | -38.7% | +26.8% | -65.6% | -42.0% |
| YTD | -40.6% | +86.4% | -127.0% | -48.1% |
| 1Y | -50.6% | +115.1% | -165.7% | -58.2% |
| 3Y | -58.7% | +14.6% | -73.4% | -61.3% |
| 5Y | -62.8% | -8.8% | -54.0% | -64.3% |
| All | +59.4% | +361.9% | -302.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling