+9.3%
ZTS vs DG
+29.7%
-20.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +1.4% |
| 7D | +1.0% | -2.5% | +3.5% | +2.2% |
| 30D | +12.4% | +7.7% | +4.7% | +9.6% |
| 3M | +13.6% | +13.1% | +0.5% | +8.7% |
| 6M | +9.3% | +32.0% | -22.7% | -0.6% |
| All | +9.3% | +29.7% | -20.4% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling