-49.6%
ZTS vs DT
+4.0%
-53.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -2.0% | -3.3% | +1.3% | -1.9% |
| 30D | +1.9% | +2.0% | -0.1% | +1.8% |
| 3M | -4.0% | +20.0% | -24.0% | -4.5% |
| 6M | -39.1% | +39.3% | -78.4% | -40.2% |
| YTD | -38.8% | +19.8% | -58.6% | -38.1% |
| 1Y | -49.6% | +4.3% | -53.8% | -46.9% |
| All | -49.6% | +4.0% | -53.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling