-61.2%
ZTS vs DRI
+74.0%
-135.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -0.4% | +2.8% | -3.2% | -1.2% |
| 30D | +11.7% | +13.3% | -1.5% | +7.7% |
| 3M | +3.5% | +8.2% | -4.7% | +0.8% |
| 6M | -27.6% | +17.5% | -45.2% | -31.3% |
| YTD | -35.5% | +26.9% | -62.4% | -40.4% |
| 1Y | -32.1% | +31.6% | -63.7% | -38.0% |
| 3Y | -49.1% | +67.0% | -116.0% | -57.7% |
| All | -61.2% | +74.0% | -135.2% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling