+55.5%
ZTS vs RIG
-40.1%
+95.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -4.5% | -4.2% | -0.3% | -4.3% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | -9.7% | -4.0% | -5.8% | -9.7% |
| 6M | -38.8% | -6.3% | -32.5% | -38.8% |
| YTD | -41.2% | +39.7% | -80.9% | -42.4% |
| 1Y | -50.3% | +78.1% | -128.4% | -52.0% |
| 3Y | -59.1% | -29.5% | -29.7% | -59.4% |
| 5Y | -62.8% | +65.3% | -128.1% | -65.0% |
| All | +55.5% | -40.1% | +95.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling