-48.0%
ZTS vs RCAT
+331.8%
-379.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +1.0% |
| 7D | +5.6% | -5.9% | +11.5% | +5.6% |
| 30D | +12.1% | -19.7% | +31.7% | +12.1% |
| 3M | +11.3% | -62.9% | +74.1% | +11.5% |
| 6M | +14.3% | -59.6% | +73.9% | +14.4% |
| YTD | -31.9% | -52.1% | +20.2% | -32.1% |
| 1Y | -29.3% | -50.9% | +21.6% | -29.6% |
| 3Y | -48.0% | +333.8% | -381.8% | -48.2% |
| All | -48.0% | +331.8% | -379.9% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 3y: compounded portfolio wealth divided by compounded RCAT 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…
3y analysis · Full analysis span regression · 6 months rolling