-48.0%
ZTS vs RIG
-16.1%
-32.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.8% |
| 7D | +5.6% | +5.7% | -0.2% | +5.3% |
| 30D | +12.1% | -0.7% | +12.8% | +11.8% |
| 3M | +11.3% | -3.1% | +14.4% | +11.0% |
| 6M | +14.3% | -16.3% | +30.6% | +14.9% |
| YTD | -31.9% | +34.1% | -66.0% | -33.8% |
| 1Y | -29.3% | +38.2% | -67.4% | -31.4% |
| 3Y | -48.0% | -15.3% | -32.8% | -50.2% |
| All | -48.0% | -16.1% | -32.0% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling