-61.2%
ZTS vs JD
-58.0%
-3.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | -0.4% | +13.4% | -13.8% | -1.9% |
| 30D | +11.7% | +7.7% | +4.0% | +10.7% |
| 3M | +3.5% | -11.3% | +14.7% | +4.7% |
| 6M | -27.6% | -5.1% | -22.5% | -27.4% |
| YTD | -35.5% | +5.0% | -40.5% | -36.1% |
| 1Y | -32.1% | -5.6% | -26.5% | -32.0% |
| 3Y | -49.1% | +17.8% | -66.8% | -51.6% |
| All | -61.2% | -58.0% | -3.3% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling