+189.6%
ZTS vs RCL
+972.1%
-782.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | -0.4% | +6.5% | -6.9% | -1.3% |
| 30D | +11.7% | +15.9% | -4.2% | +9.2% |
| 3M | +3.5% | +2.7% | +0.8% | +2.8% |
| 6M | -27.6% | +15.2% | -42.9% | -29.5% |
| YTD | -35.5% | +19.2% | -54.7% | -38.0% |
| 1Y | -32.1% | +31.6% | -63.7% | -35.8% |
| 3Y | -49.1% | +274.2% | -323.3% | -59.7% |
| 5Y | -61.0% | +250.1% | -311.1% | -70.0% |
| 10Y | +74.4% | +388.4% | -314.0% | +11.6% |
| All | +189.6% | +972.1% | -782.6% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling