+174.6%
ZTS vs DG
+234.3%
-59.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -2.0% | +8.4% | -10.4% | -3.7% |
| 30D | +1.9% | +4.9% | -3.0% | +0.7% |
| 3M | -4.0% | +29.3% | -33.3% | -9.4% |
| 6M | -39.1% | -11.3% | -27.9% | -37.9% |
| YTD | -38.8% | +1.8% | -40.6% | -39.4% |
| 1Y | -49.6% | +25.3% | -74.9% | -52.5% |
| 3Y | -59.0% | +9.1% | -68.1% | -61.7% |
| 5Y | -61.8% | -34.9% | -26.9% | -59.8% |
| 10Y | +61.4% | +108.2% | -46.7% | +30.5% |
| All | +174.6% | +234.3% | -59.7% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling