-59.2%
ZTS vs RJF
+69.1%
-128.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -4.5% | -4.2% | -0.3% | -3.4% |
| 30D | -3.3% | -3.6% | +0.3% | -2.4% |
| 3M | -9.7% | +15.6% | -25.4% | -13.1% |
| 6M | -38.8% | +17.6% | -56.4% | -41.1% |
| YTD | -41.2% | +9.2% | -50.4% | -42.7% |
| 1Y | -50.3% | +5.5% | -55.8% | -51.3% |
| All | -59.2% | +69.1% | -128.3% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling