+200.2%
ZTS vs DPZ
+740.6%
-540.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -1.0% | +3.7% | -4.7% | -1.9% |
| 30D | +10.8% | +8.0% | +2.8% | +8.8% |
| 3M | +14.1% | -4.2% | +18.3% | +15.2% |
| 6M | +0.8% | +4.6% | -3.8% | -0.6% |
| YTD | -33.1% | -18.4% | -14.7% | -30.2% |
| 1Y | -30.0% | -16.8% | -13.2% | -27.4% |
| 3Y | -49.5% | -5.0% | -44.5% | -50.1% |
| 5Y | -60.2% | -27.8% | -32.4% | -58.7% |
| 10Y | +77.0% | +121.1% | -44.0% | +35.0% |
| All | +200.2% | +740.6% | -540.3% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling