+55.7%
ZTS vs DLR
+177.5%
-121.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -0.8% | -4.3% | +3.5% | +0.6% |
| 3M | -9.7% | +3.8% | -13.6% | -11.8% |
| 6M | -38.4% | +5.8% | -44.2% | -40.1% |
| YTD | -41.1% | +23.5% | -64.6% | -46.0% |
| 1Y | -50.6% | +11.1% | -61.7% | -53.1% |
| 3Y | -59.1% | +57.9% | -117.0% | -67.1% |
| 5Y | -62.7% | +44.0% | -106.7% | -69.4% |
| All | +55.7% | +177.5% | -121.7% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling