-26.7%
ZTS vs RBRK
+62.9%
-89.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +7.6% |
| 7D | +15.4% | -12.5% | +27.9% | +14.7% |
| 30D | +25.8% | -3.0% | +28.8% | +25.6% |
| 3M | +18.1% | +46.9% | -28.8% | +20.4% |
| 6M | -19.7% | +105.4% | -125.1% | -16.5% |
| YTD | -27.5% | +55.6% | -83.1% | -27.0% |
| 1Y | -26.7% | +63.9% | -90.6% | -26.0% |
| All | -26.7% | +62.9% | -89.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling