-58.5%
ZTS vs DECK
-3.0%
-55.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -2.0% | -2.2% | +0.2% | -1.7% |
| 30D | +1.9% | -13.6% | +15.5% | +4.1% |
| 3M | -4.0% | -21.2% | +17.2% | -0.7% |
| 6M | -39.1% | -21.1% | -18.0% | -37.2% |
| YTD | -38.8% | -17.2% | -21.6% | -37.3% |
| 1Y | -49.6% | -30.7% | -18.8% | -47.7% |
| All | -58.5% | -3.0% | -55.5% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling