+166.5%
ZTS vs RJF
+612.5%
-446.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -4.8% | +1.8% | -6.5% | -5.3% |
| 30D | +1.2% | 0.0% | +1.2% | +1.2% |
| 3M | -6.0% | +18.0% | -24.0% | -10.9% |
| 6M | -38.7% | +17.0% | -55.7% | -41.6% |
| YTD | -40.6% | +11.1% | -51.7% | -42.7% |
| 1Y | -50.6% | +8.0% | -58.6% | -52.0% |
| 3Y | -58.7% | +73.3% | -132.0% | -66.3% |
| 5Y | -62.8% | +107.4% | -170.3% | -71.9% |
| 10Y | +56.2% | +428.5% | -372.3% | -19.6% |
| All | +166.5% | +612.5% | -446.0% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling