-62.3%
ZTS vs RDW
-9.1%
-53.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | -3.7% | +0.9% | -4.6% | -3.8% |
| 30D | -0.8% | -21.3% | +20.5% | 0.0% |
| 3M | -9.7% | -37.9% | +28.1% | -8.5% |
| 6M | -38.4% | +12.3% | -50.7% | -39.7% |
| YTD | -41.1% | +39.7% | -80.8% | -43.4% |
| 1Y | -50.6% | +25.7% | -76.3% | -52.7% |
| 3Y | -59.1% | +230.8% | -290.0% | -65.7% |
| All | -62.3% | -9.1% | -53.3% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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