+78.9%
ZTS vs DLR
+188.5%
-109.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.4% | -2.0% | -5.4% | -6.7% |
| 30D | +9.9% | +0.5% | +9.3% | +9.6% |
| 3M | +10.3% | -4.4% | +14.7% | +11.6% |
| 6M | +9.2% | -6.4% | +15.6% | +10.5% |
| YTD | -32.9% | +19.5% | -52.4% | -38.0% |
| 1Y | -29.7% | +10.5% | -40.2% | -33.3% |
| 3Y | -49.0% | +54.0% | -103.0% | -58.7% |
| 5Y | -59.3% | +39.7% | -99.0% | -66.3% |
| 10Y | +78.9% | +189.5% | -110.6% | +20.9% |
| All | +78.9% | +188.5% | -109.6% | +20.9% |
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