+85.9%
ZTS vs RCL
+338.4%
-252.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.0% |
| 7D | +1.0% | -0.2% | +1.3% | +1.1% |
| 30D | +12.4% | +14.4% | -2.0% | +10.3% |
| 3M | +13.6% | +5.2% | +8.4% | +12.6% |
| 6M | +9.3% | +26.1% | -16.8% | +5.1% |
| YTD | -32.6% | +17.4% | -49.9% | -34.9% |
| 1Y | -30.0% | +24.7% | -54.7% | -33.1% |
| 3Y | -48.7% | +250.9% | -299.7% | -58.3% |
| 5Y | -59.3% | +293.8% | -353.1% | -68.5% |
| All | +85.9% | +338.4% | -252.5% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling