-22.2%
RKT vs ZTS
-49.1%
+26.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +2.1% | -2.0% | +4.1% | +3.2% |
| 30D | +1.4% | +1.9% | -0.5% | -0.4% |
| 3M | +6.3% | -4.0% | +10.3% | +8.2% |
| 6M | -15.5% | -39.1% | +23.7% | +10.6% |
| YTD | -27.4% | -38.8% | +11.4% | -5.6% |
| 1Y | -26.6% | -49.6% | +23.0% | +6.9% |
| 3Y | +41.2% | -59.0% | +100.2% | +130.6% |
| 5Y | -6.4% | -61.8% | +55.3% | +48.9% |
| All | -22.2% | -49.1% | +26.9% | -0.9% |
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