+174.6%
ZTS vs DLTR
+226.5%
-51.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.0% | +2.5% | -4.4% | -2.4% |
| 30D | +1.9% | +2.1% | -0.2% | +1.5% |
| 3M | -4.0% | +20.3% | -24.3% | -7.2% |
| 6M | -39.1% | +11.5% | -50.6% | -40.7% |
| YTD | -38.8% | +6.8% | -45.6% | -40.0% |
| 1Y | -49.6% | +31.1% | -80.7% | -52.5% |
| 3Y | -59.0% | +10.7% | -69.7% | -61.0% |
| 5Y | -61.8% | +41.6% | -103.4% | -66.2% |
| 10Y | +61.4% | +58.1% | +3.3% | +32.0% |
| All | +174.6% | +226.5% | -51.9% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling