+80.2%
ZTS vs DECK
+885.7%
-805.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.5% | -6.4% | -7.6% |
| 7D | +4.9% | +6.0% | -1.1% | +3.7% |
| 30D | +15.9% | +7.4% | +8.4% | +14.3% |
| 3M | +11.1% | -11.7% | +22.8% | +13.9% |
| 6M | -26.0% | -11.0% | -15.1% | -24.4% |
| YTD | -33.3% | -15.4% | -17.9% | -31.5% |
| 1Y | -30.3% | +7.2% | -37.6% | -31.7% |
| 3Y | -47.0% | -11.8% | -35.2% | -49.2% |
| 5Y | -59.7% | +24.3% | -84.0% | -65.4% |
| All | +80.2% | +885.7% | -805.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling