+58.8%
ZTS vs O
+49.9%
+8.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -3.8% | -2.3% | -1.5% | -2.8% |
| 30D | -2.0% | -2.4% | +0.4% | -1.0% |
| 3M | -10.2% | -0.6% | -9.6% | -10.0% |
| 6M | -39.4% | -5.0% | -34.4% | -38.0% |
| YTD | -40.8% | +10.4% | -51.2% | -43.1% |
| 1Y | -50.1% | +6.6% | -56.7% | -51.3% |
| 3Y | -58.9% | +28.4% | -87.3% | -63.0% |
| 5Y | -62.4% | +15.3% | -77.6% | -64.7% |
| 10Y | +58.8% | +55.3% | +3.5% | +35.3% |
| All | +58.8% | +49.9% | +8.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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