-58.7%
ZTS vs DD
+47.1%
-105.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | +1.2% | -7.4% | +8.7% | +3.0% |
| 3M | -6.0% | -6.4% | +0.4% | -4.9% |
| 6M | -38.7% | -2.5% | -36.3% | -38.7% |
| YTD | -40.6% | +10.2% | -50.9% | -42.4% |
| 1Y | -50.6% | +36.9% | -87.5% | -55.1% |
| 3Y | -58.7% | +47.0% | -105.8% | -64.7% |
| All | -58.7% | +47.1% | -105.8% | -64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling