-57.9%
ZTS vs DRI
+60.6%
-118.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | +1.9% | +3.8% | -1.9% | +0.8% |
| 3M | -4.0% | +13.0% | -17.0% | -7.1% |
| 6M | -39.1% | +8.3% | -47.4% | -40.6% |
| YTD | -38.8% | +20.6% | -59.4% | -41.9% |
| 1Y | -49.6% | +6.5% | -56.0% | -50.8% |
| All | -57.9% | +60.6% | -118.5% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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