-49.1%
ZTS vs DPZ
-3.1%
-46.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.7% |
| 7D | -0.4% | +6.6% | -7.0% | -1.9% |
| 30D | +11.7% | +10.3% | +1.4% | +9.1% |
| 3M | +3.5% | -6.2% | +9.6% | +4.8% |
| 6M | -27.6% | +4.2% | -31.9% | -28.6% |
| YTD | -35.5% | -18.4% | -17.1% | -33.0% |
| 1Y | -32.1% | -14.9% | -17.2% | -30.2% |
| 3Y | -49.1% | -4.6% | -44.5% | -48.3% |
| All | -49.1% | -3.1% | -46.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 3y: compounded portfolio wealth divided by compounded DPZ 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…
3y analysis · Full analysis span regression · 6 months rolling