+87.8%
ZTS vs RCL
+340.1%
-252.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +5.6% | -1.2% | +6.8% | +5.7% |
| 30D | +12.1% | +17.8% | -5.8% | +9.5% |
| 3M | +11.3% | +4.9% | +6.3% | +10.3% |
| 6M | +14.3% | +23.7% | -9.4% | +10.3% |
| YTD | -31.9% | +17.8% | -49.7% | -34.2% |
| 1Y | -29.3% | +28.9% | -58.2% | -32.6% |
| 3Y | -48.0% | +241.9% | -289.9% | -57.6% |
| 5Y | -58.9% | +295.4% | -354.3% | -68.2% |
| All | +87.8% | +340.1% | -252.4% | +34.8% |
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