+61.4%
ZTS vs DECK
+718.3%
-656.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -2.0% | -2.2% | +0.2% | -1.5% |
| 30D | +1.9% | -13.6% | +15.5% | +4.9% |
| 3M | -4.0% | -21.2% | +17.2% | +0.6% |
| 6M | -39.1% | -21.1% | -18.0% | -36.4% |
| YTD | -38.8% | -17.2% | -21.6% | -36.9% |
| 1Y | -49.6% | -30.7% | -18.8% | -46.5% |
| 3Y | -59.0% | -3.4% | -55.6% | -61.6% |
| 5Y | -61.8% | +25.5% | -87.3% | -67.4% |
| All | +61.4% | +718.3% | -656.9% | +1.9% |
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