-29.7%
ZTS vs DT
-4.9%
-24.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -7.4% | -5.4% | -2.0% | -7.4% |
| 30D | +9.9% | -32.2% | +42.1% | +9.7% |
| 3M | +10.3% | -10.9% | +21.2% | +10.1% |
| 6M | +9.2% | +10.0% | -0.8% | +8.7% |
| YTD | -32.9% | +2.1% | -35.0% | -32.3% |
| 1Y | -29.7% | -5.5% | -24.2% | -27.8% |
| All | -29.7% | -4.9% | -24.8% | -27.8% |
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