+56.5%
ZTS vs RIG
-40.8%
+97.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.3% |
| 7D | -3.8% | -8.2% | +4.4% | -3.4% |
| 30D | -2.0% | -0.2% | -1.9% | -2.1% |
| 3M | -10.2% | -2.7% | -7.5% | -10.2% |
| 6M | -39.4% | -7.5% | -32.0% | -39.4% |
| YTD | -40.8% | +38.3% | -79.1% | -42.0% |
| 1Y | -50.1% | +81.8% | -132.0% | -51.9% |
| 3Y | -58.9% | -30.2% | -28.7% | -59.1% |
| 5Y | -62.4% | +59.9% | -122.3% | -64.6% |
| All | +56.5% | -40.8% | +97.2% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling