+174.6%
ZTS vs O
+175.4%
-0.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.0% | -0.7% | -1.2% | -1.7% |
| 30D | +1.9% | -1.9% | +3.8% | +2.6% |
| 3M | -4.0% | +3.8% | -7.8% | -5.4% |
| 6M | -39.1% | -4.7% | -34.4% | -37.9% |
| YTD | -38.8% | +12.5% | -51.3% | -41.3% |
| 1Y | -49.6% | +10.8% | -60.4% | -51.3% |
| 3Y | -59.0% | +28.8% | -87.8% | -62.6% |
| 5Y | -61.8% | +13.2% | -75.0% | -63.7% |
| 10Y | +61.4% | +53.5% | +8.0% | +37.7% |
| All | +174.6% | +175.4% | -0.8% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling