-49.6%
ZTS vs RJF
+7.8%
-57.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | 0.0% |
| 7D | -2.0% | -0.6% | -1.4% | -1.8% |
| 30D | +1.9% | -1.3% | +3.2% | +2.4% |
| 3M | -4.0% | +18.9% | -22.9% | -10.7% |
| 6M | -39.1% | +15.0% | -54.2% | -42.5% |
| YTD | -38.8% | +12.2% | -51.0% | -42.3% |
| 1Y | -49.6% | +5.6% | -55.2% | -52.5% |
| All | -49.6% | +7.8% | -57.4% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling