-2.4%
ZTS vs DBX
+20.9%
-23.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -4.5% | -1.8% | -2.7% | -4.1% |
| 30D | -3.3% | +2.8% | -6.2% | -3.9% |
| 3M | -9.7% | +26.8% | -36.5% | -14.4% |
| 6M | -38.8% | +32.8% | -71.6% | -43.0% |
| YTD | -41.2% | +26.1% | -67.3% | -44.6% |
| 1Y | -50.3% | +14.1% | -64.4% | -52.2% |
| 3Y | -59.1% | +25.7% | -84.9% | -62.6% |
| 5Y | -62.8% | +11.2% | -73.9% | -65.9% |
| All | -2.4% | +20.9% | -23.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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