+205.7%
ZTS vs OMC
+152.0%
+53.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +5.6% | +1.9% | +3.7% | +5.0% |
| 30D | +12.1% | +12.2% | -0.1% | +8.4% |
| 3M | +11.3% | +0.6% | +10.7% | +11.0% |
| 6M | +14.3% | +21.0% | -6.7% | +7.5% |
| YTD | -31.9% | +12.4% | -44.2% | -34.9% |
| 1Y | -29.3% | +25.4% | -54.7% | -34.7% |
| 3Y | -48.0% | +29.2% | -77.2% | -53.4% |
| 5Y | -58.9% | +52.6% | -111.5% | -65.7% |
| 10Y | +81.7% | +53.6% | +28.0% | +41.4% |
| All | +205.7% | +152.0% | +53.7% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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