+55.7%
ZTS vs DKS
+203.5%
-147.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.1% |
| 7D | -3.7% | -3.0% | -0.8% | -3.3% |
| 30D | -0.8% | -33.4% | +32.6% | +4.5% |
| 3M | -9.7% | -39.4% | +29.6% | -3.6% |
| 6M | -38.4% | -30.1% | -8.3% | -35.7% |
| YTD | -41.1% | -31.0% | -10.1% | -38.5% |
| 1Y | -50.6% | -40.2% | -10.5% | -47.4% |
| 3Y | -59.1% | +30.9% | -90.1% | -62.7% |
| 5Y | -62.7% | +14.0% | -76.7% | -66.4% |
| All | +55.7% | +203.5% | -147.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling