-62.4%
ZTS vs DD
+59.3%
-121.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.2% | +0.4% |
| 7D | -3.8% | -3.8% | 0.0% | -2.7% |
| 30D | -2.0% | -9.2% | +7.2% | +0.6% |
| 3M | -10.2% | -9.0% | -1.2% | -8.1% |
| 6M | -39.4% | -5.0% | -34.4% | -39.0% |
| YTD | -40.8% | +7.4% | -48.2% | -42.7% |
| 1Y | -50.1% | +35.1% | -85.2% | -55.5% |
| 3Y | -58.9% | +43.2% | -102.1% | -65.1% |
| 5Y | -62.4% | +59.6% | -122.0% | -69.8% |
| All | -62.4% | +59.3% | -121.7% | -69.8% |
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