+205.7%
ZTS vs DLR
+349.7%
-144.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.6% |
| 7D | +5.6% | +3.3% | +2.2% | +4.5% |
| 30D | +12.1% | +4.6% | +7.5% | +10.5% |
| 3M | +11.3% | -8.3% | +19.5% | +13.9% |
| 6M | +14.3% | -5.6% | +19.9% | +15.2% |
| YTD | -31.9% | +18.7% | -50.6% | -36.3% |
| 1Y | -29.3% | +17.1% | -46.4% | -33.6% |
| 3Y | -48.0% | +54.4% | -102.4% | -56.6% |
| 5Y | -58.9% | +36.5% | -95.4% | -64.9% |
| 10Y | +81.7% | +187.7% | -106.0% | +29.8% |
| All | +205.7% | +349.7% | -144.0% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling