-61.2%
ZTS vs RCL
+247.7%
-308.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | -0.4% | +6.5% | -6.9% | -1.4% |
| 30D | +11.7% | +15.9% | -4.2% | +9.0% |
| 3M | +3.5% | +2.7% | +0.8% | +2.8% |
| 6M | -27.6% | +15.2% | -42.9% | -29.6% |
| YTD | -35.5% | +19.2% | -54.7% | -38.2% |
| 1Y | -32.1% | +31.6% | -63.7% | -36.1% |
| 3Y | -49.1% | +274.2% | -323.3% | -60.5% |
| All | -61.2% | +247.7% | -308.9% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling