+189.6%
ZTS vs RCAT
-100.0%
+289.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +18.6% | -21.9% | -3.4% |
| 7D | -0.4% | -12.7% | +12.3% | -0.4% |
| 30D | +11.7% | -34.3% | +46.0% | +11.9% |
| 3M | +3.5% | -53.4% | +56.9% | +3.7% |
| 6M | -27.6% | -62.0% | +34.3% | -27.4% |
| YTD | -35.5% | -49.1% | +13.6% | -35.4% |
| 1Y | -32.1% | -53.1% | +21.0% | -32.1% |
| 3Y | -49.1% | +318.7% | -367.7% | -49.7% |
| 5Y | -61.0% | +48.5% | -109.6% | -61.5% |
| 10Y | +74.4% | -99.6% | +174.0% | +69.6% |
| All | +189.6% | -100.0% | +289.5% | +197.1% |
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