+225.3%
ZTS vs DOC
-1.5%
+226.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +6.5% |
| 7D | +15.4% | +8.7% | +6.7% | +12.5% |
| 30D | +25.8% | +7.6% | +18.1% | +22.9% |
| 3M | +18.1% | -5.3% | +23.4% | +19.9% |
| 6M | -19.7% | +27.6% | -47.3% | -26.5% |
| YTD | -27.5% | +32.4% | -59.9% | -34.6% |
| 1Y | -26.7% | +22.9% | -49.6% | -32.2% |
| 3Y | -42.5% | +43.1% | -85.6% | -50.0% |
| 5Y | -56.4% | -21.4% | -35.0% | -54.6% |
| 10Y | +95.9% | +16.8% | +79.1% | +76.7% |
| All | +225.3% | -1.5% | +226.9% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling