+174.6%
ZTS vs RIG
-87.9%
+262.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -2.0% | +0.9% | -2.8% | -2.0% |
| 30D | +1.9% | +13.8% | -11.9% | +1.2% |
| 3M | -4.0% | -6.4% | +2.4% | -3.8% |
| 6M | -39.1% | -8.2% | -31.0% | -39.1% |
| YTD | -38.8% | +41.6% | -80.4% | -40.1% |
| 1Y | -49.6% | +88.7% | -138.3% | -51.4% |
| 3Y | -59.0% | -30.9% | -28.1% | -59.1% |
| 5Y | -61.8% | +57.7% | -119.4% | -64.0% |
| 10Y | +61.4% | -39.3% | +100.7% | +43.8% |
| All | +174.6% | -87.9% | +262.5% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling