-62.8%
ZTS vs O
+14.8%
-77.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.7% |
| 7D | -4.8% | -0.6% | -4.2% | -4.5% |
| 30D | +1.2% | -2.0% | +3.2% | +2.4% |
| 3M | -6.0% | +3.0% | -9.0% | -7.8% |
| 6M | -38.7% | -3.6% | -35.1% | -37.2% |
| YTD | -40.6% | +12.1% | -52.7% | -44.2% |
| 1Y | -50.6% | +8.9% | -59.5% | -52.8% |
| 3Y | -58.7% | +30.3% | -89.1% | -64.5% |
| 5Y | -62.8% | +13.7% | -76.5% | -65.6% |
| All | -62.8% | +14.8% | -77.6% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling