+201.1%
ZTS vs O
+170.5%
+30.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -7.4% | +0.6% | -8.0% | -7.6% |
| 30D | +9.9% | +9.4% | +0.5% | +6.3% |
| 3M | +10.3% | -2.4% | +12.7% | +11.4% |
| 6M | +9.2% | -1.9% | +11.0% | +10.0% |
| YTD | -32.9% | +10.5% | -43.4% | -35.2% |
| 1Y | -29.7% | +10.0% | -39.7% | -32.0% |
| 3Y | -49.0% | +40.5% | -89.4% | -54.8% |
| 5Y | -59.3% | +10.2% | -69.5% | -60.9% |
| 10Y | +78.9% | +82.5% | -3.5% | +49.2% |
| All | +201.1% | +170.5% | +30.7% | +114.3% |
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 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