-58.7%
ZTS vs RJF
+81.1%
-139.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +5.6% | +3.6% | +2.0% | +4.4% |
| 30D | +12.1% | +7.2% | +4.8% | +9.9% |
| 3M | +11.3% | -6.5% | +17.8% | +13.5% |
| 6M | +14.3% | +10.3% | +4.0% | +10.9% |
| YTD | -31.9% | +6.5% | -38.4% | -33.3% |
| 1Y | -29.3% | +6.1% | -35.4% | -30.7% |
| 3Y | -48.0% | +74.9% | -122.9% | -57.3% |
| All | -58.7% | +81.1% | -139.9% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling