-49.6%
ZTS vs DLR
+19.9%
-69.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.0% | +1.6% | -3.6% | -2.1% |
| 30D | +1.9% | -3.4% | +5.3% | +2.2% |
| 3M | -4.0% | +0.5% | -4.5% | -4.6% |
| 6M | -39.1% | +4.6% | -43.7% | -39.2% |
| YTD | -38.8% | +23.4% | -62.2% | -40.3% |
| 1Y | -49.6% | +19.0% | -68.6% | -49.6% |
| All | -49.6% | +19.9% | -69.5% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling