-62.8%
ZTS vs DLTR
+29.9%
-92.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -4.5% | -9.4% | +5.0% | -3.0% |
| 30D | -3.3% | -7.3% | +4.0% | -2.2% |
| 3M | -9.7% | +7.6% | -17.3% | -10.8% |
| 6M | -38.8% | +1.6% | -40.4% | -39.3% |
| YTD | -41.2% | -3.5% | -37.6% | -41.3% |
| 1Y | -50.3% | +20.0% | -70.3% | -52.1% |
| 3Y | -59.1% | +2.3% | -61.4% | -60.1% |
| 5Y | -62.8% | +31.5% | -94.3% | -62.9% |
| All | -62.8% | +29.9% | -92.6% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling