-48.8%
ZTS vs DD
+91.0%
-139.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -7.4% | +3.2% | -10.7% | -8.0% |
| 30D | +9.9% | +20.3% | -10.4% | +5.5% |
| 3M | +10.3% | +8.2% | +2.2% | +8.3% |
| 6M | +9.2% | +3.4% | +5.8% | +8.0% |
| YTD | -32.9% | +30.6% | -63.5% | -37.2% |
| 1Y | -29.7% | +30.6% | -60.4% | -34.2% |
| All | -48.8% | +91.0% | -139.9% | -59.2% |
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