-29.7%
ZTS vs DG
+39.7%
-69.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.4% | -3.0% | -4.5% | -6.5% |
| 30D | +9.9% | +8.6% | +1.3% | +7.5% |
| 3M | +10.3% | +15.0% | -4.7% | +6.2% |
| 6M | +9.2% | +32.7% | -23.5% | +1.5% |
| YTD | -32.9% | +5.5% | -38.4% | -34.8% |
| 1Y | -29.7% | +34.6% | -64.3% | -31.1% |
| All | -29.7% | +39.7% | -69.4% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling