+85.9%
ZTS vs DD
+98.3%
-12.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.0% | +6.7% | -5.7% | -1.0% |
| 30D | +12.4% | +19.4% | -7.0% | +6.3% |
| 3M | +13.6% | +7.6% | +5.9% | +10.7% |
| 6M | +9.3% | +2.9% | +6.4% | +7.6% |
| YTD | -32.6% | +29.9% | -62.4% | -38.5% |
| 1Y | -30.0% | +28.6% | -58.7% | -36.1% |
| 3Y | -48.7% | +90.0% | -138.7% | -60.0% |
| 5Y | -59.3% | +68.1% | -127.5% | -67.6% |
| All | +85.9% | +98.3% | -12.5% | +25.0% |
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