+85.9%
ZTS vs RL
+342.1%
-256.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.0% | +2.4% | -1.3% | +0.5% |
| 30D | +12.4% | +4.6% | +7.8% | +11.4% |
| 3M | +13.6% | -1.1% | +14.7% | +13.9% |
| 6M | +9.3% | +16.5% | -7.2% | +5.4% |
| YTD | -32.6% | +11.4% | -44.0% | -34.3% |
| 1Y | -30.0% | +16.1% | -46.1% | -32.4% |
| 3Y | -48.7% | +252.6% | -301.3% | -61.6% |
| 5Y | -59.3% | +244.9% | -304.2% | -70.0% |
| All | +85.9% | +342.1% | -256.3% | +28.0% |
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