+77.0%
ZTS vs JD
+31.7%
+45.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.1% |
| 7D | -1.0% | +7.9% | -8.9% | -2.2% |
| 30D | +10.8% | +4.8% | +6.0% | +9.9% |
| 3M | +14.1% | -13.9% | +28.0% | +16.5% |
| 6M | +0.8% | -5.8% | +6.6% | +1.2% |
| YTD | -33.1% | +2.4% | -35.5% | -33.7% |
| 1Y | -30.0% | -7.5% | -22.4% | -29.6% |
| 3Y | -49.5% | +20.9% | -70.4% | -53.2% |
| 5Y | -60.2% | -58.0% | -2.2% | -58.1% |
| 10Y | +77.0% | +28.9% | +48.1% | +41.5% |
| All | +77.0% | +31.7% | +45.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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