+189.6%
ZTS vs RBA
+460.5%
-270.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | -0.4% | +4.3% | -4.7% | -1.4% |
| 30D | +11.7% | +16.3% | -4.6% | +7.5% |
| 3M | +3.5% | +1.3% | +2.1% | +2.9% |
| 6M | -27.6% | -11.1% | -16.6% | -25.8% |
| YTD | -35.5% | -8.5% | -27.0% | -34.6% |
| 1Y | -32.1% | -2.1% | -30.0% | -32.3% |
| 3Y | -49.1% | +44.6% | -93.6% | -54.5% |
| 5Y | -61.0% | +36.8% | -97.9% | -65.4% |
| 10Y | +74.4% | +227.3% | -152.9% | +24.4% |
| All | +189.6% | +460.5% | -270.9% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling