-58.7%
ZTS vs DLR
+57.6%
-116.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -4.8% | +3.4% | -8.2% | -5.4% |
| 30D | +1.2% | -2.2% | +3.5% | +1.5% |
| 3M | -6.0% | +4.7% | -10.8% | -7.6% |
| 6M | -38.7% | +9.0% | -47.7% | -40.0% |
| YTD | -40.6% | +24.1% | -64.8% | -43.6% |
| 1Y | -50.6% | +20.9% | -71.5% | -52.9% |
| 3Y | -58.7% | +60.0% | -118.8% | -64.2% |
| All | -58.7% | +57.6% | -116.3% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling