+200.7%
ZTS vs DG
+246.3%
-45.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -0.6% | +5.2% | -5.8% | -1.7% |
| 30D | +11.0% | +7.9% | +3.0% | +9.2% |
| 3M | +10.9% | +12.7% | -1.8% | +8.0% |
| 6M | +0.9% | +22.4% | -21.5% | -3.6% |
| YTD | -33.0% | +5.4% | -38.4% | -34.1% |
| 1Y | -29.6% | +39.4% | -69.0% | -35.1% |
| 3Y | -49.0% | +24.1% | -73.2% | -53.8% |
| 5Y | -59.5% | -32.2% | -27.3% | -57.8% |
| 10Y | +77.0% | +111.8% | -34.8% | +42.5% |
| All | +200.7% | +246.3% | -45.6% | +122.1% |
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 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