-62.4%
ZTS vs RJF
+106.2%
-168.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -2.0% | -2.0% | 0.0% | -1.5% |
| 3M | -10.2% | +16.3% | -26.5% | -14.2% |
| 6M | -39.4% | +16.9% | -56.3% | -42.0% |
| YTD | -40.8% | +10.4% | -51.3% | -42.6% |
| 1Y | -50.1% | +7.4% | -57.5% | -51.4% |
| 3Y | -58.9% | +72.2% | -131.1% | -65.9% |
| 5Y | -62.4% | +105.1% | -167.5% | -70.9% |
| All | -62.4% | +106.2% | -168.5% | -70.9% |
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