-50.3%
ZTS vs DD
+35.1%
-85.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -4.5% | -2.9% | -1.6% | -4.3% |
| 30D | -3.3% | -11.5% | +8.2% | -2.7% |
| 3M | -9.7% | -5.4% | -4.3% | -9.8% |
| 6M | -38.8% | -6.9% | -31.9% | -38.6% |
| YTD | -41.2% | +6.9% | -48.1% | -38.6% |
| 1Y | -50.3% | +35.6% | -85.9% | -45.7% |
| All | -50.3% | +35.1% | -85.4% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling