-59.0%
ZTS vs DLTR
+1.6%
-60.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | +0.3% |
| 7D | -3.8% | -10.2% | +6.5% | -2.3% |
| 30D | -2.0% | -8.5% | +6.5% | -0.8% |
| 3M | -10.2% | +5.6% | -15.8% | -10.9% |
| 6M | -39.4% | +2.2% | -41.6% | -39.9% |
| YTD | -40.8% | -3.8% | -37.1% | -40.9% |
| 1Y | -50.1% | +22.9% | -73.1% | -51.8% |
| All | -59.0% | +1.6% | -60.5% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling