-59.3%
ZTS vs DD
+70.3%
-129.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -7.4% | +3.2% | -10.7% | -8.3% |
| 30D | +9.9% | +20.3% | -10.4% | +3.9% |
| 3M | +10.3% | +8.2% | +2.2% | +7.5% |
| 6M | +9.2% | +3.4% | +5.8% | +7.4% |
| YTD | -32.9% | +30.6% | -63.5% | -38.9% |
| 1Y | -29.7% | +30.6% | -60.4% | -36.0% |
| 3Y | -49.0% | +91.1% | -140.1% | -61.2% |
| 5Y | -59.3% | +68.6% | -127.9% | -69.0% |
| All | -59.3% | +70.3% | -129.6% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling