-59.3%
ZTS vs DT
-40.8%
-18.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -0.6% | -7.5% | +6.9% | +0.8% |
| 30D | +11.0% | -31.5% | +42.5% | +18.0% |
| 3M | +10.9% | -14.0% | +24.9% | +13.1% |
| 6M | +0.9% | +6.9% | -5.9% | -1.8% |
| YTD | -33.0% | +0.3% | -33.3% | -34.5% |
| 1Y | -29.6% | -6.9% | -22.7% | -30.1% |
| 3Y | -49.0% | -13.9% | -35.1% | -49.6% |
| All | -59.3% | -40.8% | -18.5% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling