+80.2%
ZTS vs DOC
+14.9%
+65.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.2% | -7.7% | -7.9% |
| 7D | +4.9% | +6.2% | -1.3% | +2.8% |
| 30D | +15.9% | +6.5% | +9.4% | +13.5% |
| 3M | +11.1% | -6.2% | +17.4% | +13.4% |
| 6M | -26.0% | +25.6% | -51.6% | -32.5% |
| YTD | -33.3% | +32.1% | -65.3% | -40.4% |
| 1Y | -30.3% | +20.3% | -50.6% | -35.6% |
| 3Y | -47.0% | +42.7% | -89.8% | -54.7% |
| 5Y | -59.7% | -22.2% | -37.5% | -57.6% |
| All | +80.2% | +14.9% | +65.3% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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