-32.6%
ZTS vs DT
+101.6%
-134.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -4.5% | -2.5% | -2.0% | -4.0% |
| 30D | -3.3% | +3.5% | -6.8% | -4.1% |
| 3M | -9.7% | +26.7% | -36.5% | -14.5% |
| 6M | -38.8% | +36.1% | -75.0% | -43.6% |
| YTD | -41.2% | +18.6% | -59.8% | -44.3% |
| 1Y | -50.3% | +7.9% | -58.2% | -52.0% |
| 3Y | -59.1% | +8.6% | -67.7% | -61.4% |
| 5Y | -62.8% | -26.7% | -36.1% | -63.2% |
| All | -32.6% | +101.6% | -134.3% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling