-48.2%
ZTS vs OSCR
-9.5%
-38.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | -4.5% | +1.1% | -5.6% | -4.6% |
| 30D | -3.3% | +16.5% | -19.8% | -4.4% |
| 3M | -9.7% | +17.0% | -26.7% | -11.0% |
| 6M | -38.8% | +145.0% | -183.8% | -43.2% |
| YTD | -41.2% | +126.7% | -167.9% | -45.2% |
| 1Y | -50.3% | +67.2% | -117.6% | -53.0% |
| 3Y | -59.1% | +405.1% | -464.3% | -66.0% |
| 5Y | -62.8% | +86.2% | -148.9% | -69.7% |
| All | -48.2% | -9.5% | -38.7% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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