+56.2%
ZTS vs RBA
+182.6%
-126.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.4% |
| 7D | -4.8% | -1.1% | -3.7% | -4.5% |
| 30D | +1.2% | -13.2% | +14.5% | +5.4% |
| 3M | -6.0% | -21.4% | +15.3% | +0.2% |
| 6M | -38.7% | -20.9% | -17.9% | -34.8% |
| YTD | -40.6% | -19.9% | -20.8% | -37.3% |
| 1Y | -50.6% | -28.7% | -21.9% | -46.1% |
| 3Y | -58.7% | +27.4% | -86.2% | -62.7% |
| 5Y | -62.8% | +41.7% | -104.6% | -68.3% |
| 10Y | +56.2% | +189.6% | -133.4% | +1.3% |
| All | +56.2% | +182.6% | -126.4% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling