-59.0%
ZTS vs DT
+6.3%
-65.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.4% |
| 7D | -3.8% | -0.5% | -3.2% | -3.7% |
| 30D | -2.0% | +0.1% | -2.1% | -2.1% |
| 3M | -10.2% | +24.1% | -34.3% | -12.6% |
| 6M | -39.4% | +30.1% | -69.5% | -41.8% |
| YTD | -40.8% | +16.8% | -57.6% | -42.1% |
| 1Y | -50.1% | -0.1% | -50.0% | -49.8% |
| All | -59.0% | +6.3% | -65.2% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling