-45.4%
ZTS vs DOCN
+74.7%
-120.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.5% |
| 7D | -0.4% | -19.2% | +18.8% | +1.4% |
| 30D | +11.7% | -43.1% | +54.8% | +16.8% |
| 3M | +3.5% | -40.7% | +44.2% | +7.1% |
| 6M | -27.6% | -55.0% | +27.4% | -23.6% |
| YTD | -35.5% | +50.6% | -86.1% | -42.4% |
| 1Y | -32.1% | +54.0% | -86.0% | -39.7% |
| 3Y | -49.1% | +203.9% | -253.0% | -60.8% |
| 5Y | -61.0% | -29.4% | -31.7% | -67.2% |
| All | -45.4% | +74.7% | -120.1% | -55.1% |
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