-58.7%
ZTS vs DG
+10.3%
-69.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.4% |
| 7D | -4.8% | -2.5% | -2.3% | -4.4% |
| 30D | +1.2% | +1.0% | +0.2% | +1.0% |
| 3M | -6.0% | +20.3% | -26.3% | -8.4% |
| 6M | -38.7% | -11.7% | -27.0% | -38.3% |
| YTD | -40.6% | -2.3% | -38.3% | -40.8% |
| 1Y | -50.6% | +20.0% | -70.6% | -51.9% |
| 3Y | -58.7% | +7.2% | -66.0% | -59.2% |
| All | -58.7% | +10.3% | -69.1% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling