+78.9%
ZTS vs DG
+111.9%
-33.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.4% | -3.0% | -4.5% | -6.7% |
| 30D | +9.9% | +8.6% | +1.3% | +7.9% |
| 3M | +10.3% | +15.0% | -4.7% | +6.8% |
| 6M | +9.2% | +32.7% | -23.5% | +2.1% |
| YTD | -32.9% | +5.5% | -38.4% | -34.1% |
| 1Y | -29.7% | +34.6% | -64.3% | -34.9% |
| 3Y | -49.0% | +24.2% | -73.2% | -54.1% |
| 5Y | -59.3% | -32.3% | -27.0% | -57.0% |
| 10Y | +78.9% | +111.1% | -32.1% | +43.2% |
| All | +78.9% | +111.9% | -33.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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