+58.8%
ZTS vs RL
+297.6%
-238.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.4% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -2.0% | -17.5% | +15.5% | +2.1% |
| 3M | -10.2% | -14.0% | +3.8% | -7.4% |
| 6M | -39.4% | -2.0% | -37.4% | -39.2% |
| YTD | -40.8% | -4.6% | -36.2% | -40.4% |
| 1Y | -50.1% | +9.5% | -59.6% | -51.2% |
| 3Y | -58.9% | +200.5% | -259.4% | -68.1% |
| 5Y | -62.4% | +226.3% | -288.6% | -71.9% |
| 10Y | +58.8% | +304.8% | -246.0% | +10.3% |
| All | +58.8% | +297.6% | -238.8% | +10.3% |
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