-43.3%
ZTS vs DOCN
+91.6%
-135.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -0.6% | -12.1% | +11.5% | +0.4% |
| 30D | +11.0% | -41.0% | +52.0% | +15.7% |
| 3M | +10.9% | -38.7% | +49.6% | +14.6% |
| 6M | +0.9% | -51.5% | +52.4% | +5.8% |
| YTD | -33.0% | +65.3% | -98.2% | -40.7% |
| 1Y | -29.6% | +53.9% | -83.5% | -37.2% |
| 3Y | -49.0% | +215.6% | -264.6% | -60.8% |
| 5Y | -59.5% | -26.2% | -33.3% | -66.2% |
| All | -43.3% | +91.6% | -135.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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