-61.4%
ZTS vs RBA
+45.3%
-106.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | +1.9% | -12.3% | +14.2% | +5.4% |
| 3M | -4.0% | -20.5% | +16.5% | +1.6% |
| 6M | -39.1% | -18.5% | -20.6% | -36.0% |
| YTD | -38.8% | -18.2% | -20.6% | -35.9% |
| 1Y | -49.6% | -27.5% | -22.1% | -45.5% |
| 3Y | -59.0% | +38.1% | -97.0% | -63.4% |
| All | -61.4% | +45.3% | -106.7% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling