+55.7%
ZTS vs DD
+66.6%
-10.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | -3.5% | -0.3% | -2.7% |
| 30D | -0.8% | -11.7% | +10.9% | +3.0% |
| 3M | -9.7% | -9.2% | -0.5% | -7.3% |
| 6M | -38.4% | -7.2% | -31.2% | -37.4% |
| YTD | -41.1% | +6.6% | -47.7% | -42.8% |
| 1Y | -50.6% | +32.0% | -82.6% | -55.7% |
| 3Y | -59.1% | +42.1% | -101.3% | -65.0% |
| 5Y | -62.7% | +58.1% | -120.8% | -69.8% |
| All | +55.7% | +66.6% | -10.9% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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