+205.7%
ZTS vs DG
+238.4%
-32.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +5.6% | +0.3% | +5.3% | +5.5% |
| 30D | +12.1% | +3.2% | +8.9% | +11.4% |
| 3M | +11.3% | +10.4% | +0.8% | +8.8% |
| 6M | +14.3% | +33.2% | -18.9% | +7.2% |
| YTD | -31.9% | +3.0% | -34.9% | -32.7% |
| 1Y | -29.3% | +31.2% | -60.5% | -33.9% |
| 3Y | -48.0% | +21.8% | -69.9% | -52.7% |
| 5Y | -58.9% | -35.0% | -23.9% | -56.7% |
| 10Y | +81.7% | +106.0% | -24.4% | +47.1% |
| All | +205.7% | +238.4% | -32.7% | +127.0% |
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