-50.8%
ZTS vs RBRK
+124.5%
-175.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.2% |
| 7D | -3.7% | -7.5% | +3.7% | -3.6% |
| 30D | -0.8% | -10.4% | +9.6% | -0.6% |
| 3M | -9.7% | +21.3% | -31.0% | -10.5% |
| 6M | -38.4% | +50.6% | -89.0% | -39.6% |
| YTD | -41.1% | +13.3% | -54.4% | -41.6% |
| 1Y | -50.6% | +11.2% | -61.9% | -51.1% |
| All | -50.8% | +124.5% | -175.3% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling