+200.2%
ZTS vs RCAT
-100.0%
+300.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.4% | -7.7% | +3.6% |
| 7D | -1.0% | +1.1% | -2.2% | -1.1% |
| 30D | +10.8% | -22.0% | +32.8% | +10.9% |
| 3M | +14.1% | -51.1% | +65.2% | +14.3% |
| 6M | +0.8% | -56.6% | +57.4% | +1.0% |
| YTD | -33.1% | -43.3% | +10.2% | -33.1% |
| 1Y | -30.0% | -51.5% | +21.5% | -30.0% |
| 3Y | -49.5% | +411.4% | -460.9% | -50.2% |
| 5Y | -60.2% | +74.4% | -134.7% | -60.7% |
| 10Y | +77.0% | -99.6% | +176.6% | +72.2% |
| All | +200.2% | -100.0% | +300.2% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling