-51.9%
ZTS vs RDW
+1.6%
-53.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -4.5% | +4.8% | -9.3% | -4.7% |
| 30D | -3.3% | -19.5% | +16.2% | -2.7% |
| 3M | -9.7% | -26.9% | +17.2% | -9.1% |
| 6M | -38.8% | +17.8% | -56.6% | -40.3% |
| YTD | -41.2% | +43.0% | -84.2% | -43.5% |
| 1Y | -50.3% | +32.1% | -82.4% | -52.4% |
| 3Y | -59.1% | +250.6% | -309.8% | -65.7% |
| 5Y | -62.8% | -6.6% | -56.2% | -68.5% |
| All | -51.9% | +1.6% | -53.5% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling