+205.7%
ZTS vs DD
+273.7%
-68.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +5.6% | +5.0% | +0.6% | +4.1% |
| 30D | +12.1% | +19.7% | -7.6% | +6.1% |
| 3M | +11.3% | +7.2% | +4.1% | +8.7% |
| 6M | +14.3% | +1.0% | +13.3% | +13.2% |
| YTD | -31.9% | +29.1% | -61.0% | -37.6% |
| 1Y | -29.3% | +28.5% | -57.7% | -35.1% |
| 3Y | -48.0% | +89.4% | -137.5% | -59.0% |
| 5Y | -58.9% | +67.1% | -126.0% | -66.8% |
| 10Y | +81.7% | +97.5% | -15.9% | +23.0% |
| All | +205.7% | +273.7% | -68.0% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling