-62.8%
ZTS vs DT
-28.6%
-34.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.4% |
| 7D | -4.8% | -4.9% | +0.1% | -3.9% |
| 30D | +1.2% | +2.7% | -1.5% | +0.7% |
| 3M | -6.0% | +20.0% | -26.0% | -9.6% |
| 6M | -38.7% | +28.0% | -66.8% | -42.3% |
| YTD | -40.6% | +16.0% | -56.7% | -43.1% |
| 1Y | -50.6% | +0.7% | -51.3% | -51.2% |
| 3Y | -58.7% | +6.2% | -64.9% | -60.7% |
| 5Y | -62.8% | -28.1% | -34.7% | -64.2% |
| All | -62.8% | -28.6% | -34.2% | -64.2% |
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