+55.7%
ZTS vs DLTR
+45.3%
+10.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -3.7% | -10.1% | +6.3% | -2.0% |
| 30D | -0.8% | -8.1% | +7.3% | +0.6% |
| 3M | -9.7% | +2.9% | -12.6% | -10.3% |
| 6M | -38.4% | +4.3% | -42.7% | -39.2% |
| YTD | -41.1% | -3.9% | -37.2% | -41.2% |
| 1Y | -50.6% | +18.9% | -69.5% | -52.6% |
| 3Y | -59.1% | +1.9% | -61.1% | -60.5% |
| 5Y | -62.7% | +31.0% | -93.7% | -66.3% |
| All | +55.7% | +45.3% | +10.5% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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