-26.7%
ZTS vs RL
+34.3%
-61.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.5% | +3.0% | +5.7% |
| 7D | +15.4% | +5.8% | +9.7% | +13.0% |
| 30D | +25.8% | +12.7% | +13.0% | +20.2% |
| 3M | +18.1% | +9.3% | +8.8% | +14.1% |
| 6M | -19.7% | +16.9% | -36.7% | -23.5% |
| YTD | -27.5% | +17.5% | -45.0% | -31.3% |
| 1Y | -26.7% | +34.6% | -61.4% | -35.8% |
| All | -26.7% | +34.3% | -61.1% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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