+174.6%
ZTS vs OMC
+134.3%
+40.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.1% |
| 7D | -2.0% | -6.4% | +4.4% | -0.1% |
| 30D | +1.9% | +1.1% | +0.8% | +1.5% |
| 3M | -4.0% | +10.4% | -14.4% | -7.2% |
| 6M | -39.1% | -1.7% | -37.4% | -39.1% |
| YTD | -38.8% | +4.4% | -43.2% | -40.3% |
| 1Y | -49.6% | +8.4% | -58.0% | -51.5% |
| 3Y | -59.0% | +14.4% | -73.4% | -61.9% |
| 5Y | -61.8% | +33.9% | -95.6% | -66.9% |
| 10Y | +61.4% | +34.9% | +26.6% | +31.5% |
| All | +174.6% | +134.3% | +40.3% | +82.5% |
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