+174.6%
ZTS vs RCAT
-99.9%
+274.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | +1.9% | -3.3% | +5.3% | +1.9% |
| 3M | -4.0% | -43.2% | +39.2% | -3.8% |
| 6M | -39.1% | -43.2% | +4.0% | -39.1% |
| YTD | -38.8% | +5.5% | -44.4% | -38.9% |
| 1Y | -49.6% | -1.6% | -47.9% | -49.7% |
| 3Y | -59.0% | +773.7% | -832.7% | -59.6% |
| 5Y | -61.8% | +187.6% | -249.4% | -62.3% |
| 10Y | +61.4% | -98.5% | +159.9% | +56.5% |
| All | +174.6% | -99.9% | +274.6% | +181.1% |
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