+378.1%
RSP vs ZTS
+170.4%
+207.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -0.8% | -2.0% | +1.2% | -0.1% |
| 30D | -0.3% | +1.9% | -2.2% | -1.3% |
| 3M | +4.3% | -4.0% | +8.3% | +5.2% |
| 6M | +8.8% | -39.1% | +48.0% | +28.0% |
| YTD | +15.3% | -38.8% | +54.1% | +35.1% |
| 1Y | +18.3% | -49.6% | +67.8% | +48.6% |
| 3Y | +52.8% | -59.0% | +111.8% | +104.3% |
| 5Y | +51.7% | -61.8% | +113.5% | +104.5% |
| 10Y | +208.5% | +61.4% | +147.0% | +152.7% |
| All | +378.1% | +170.4% | +207.7% | +238.0% |
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