+53.1%
RGTI vs ZTS
-54.5%
+107.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.1% | -4.5% | +4.4% | +1.6% |
| 30D | -16.2% | -3.3% | -12.9% | -15.3% |
| 3M | -22.0% | -9.7% | -12.3% | -19.7% |
| 6M | -10.8% | -38.8% | +28.1% | +9.6% |
| YTD | -31.6% | -41.2% | +9.6% | -14.5% |
| 1Y | -6.4% | -50.3% | +43.9% | +26.4% |
| 3Y | +665.7% | -59.1% | +724.8% | +1,017.7% |
| 5Y | +55.6% | -62.8% | +118.4% | +123.6% |
| All | +53.1% | -54.5% | +107.7% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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