-54.3%
ZTS vs DOCS
-21.0%
-33.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.2% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | +11.7% | +17.4% | -5.7% | +10.5% |
| 3M | +3.5% | +57.4% | -53.9% | -0.3% |
| 6M | -27.6% | +26.5% | -54.2% | -29.4% |
| YTD | -35.5% | -26.6% | -8.9% | -34.4% |
| 1Y | -32.1% | -48.1% | +16.0% | -29.2% |
| 3Y | -49.1% | +52.6% | -101.7% | -53.4% |
| 5Y | -61.0% | -52.1% | -8.9% | -63.2% |
| All | -54.3% | -21.0% | -33.3% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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