+77.0%
ZTS vs RL
+369.1%
-292.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.6% | +1.3% | -2.0% | -0.8% |
| 30D | +11.0% | +7.6% | +3.3% | +9.3% |
| 3M | +10.9% | -1.5% | +12.5% | +11.3% |
| 6M | +0.9% | +12.1% | -11.1% | -1.8% |
| YTD | -33.0% | +13.9% | -46.9% | -35.0% |
| 1Y | -29.6% | +20.7% | -50.3% | -32.5% |
| 3Y | -49.0% | +260.6% | -309.6% | -61.9% |
| 5Y | -59.5% | +248.9% | -308.4% | -70.2% |
| 10Y | +77.0% | +355.9% | -278.9% | +18.0% |
| All | +77.0% | +369.1% | -292.1% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling