-30.0%
ZTS vs RL
+17.3%
-47.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.0% | +2.4% | -1.3% | 0.0% |
| 30D | +12.4% | +4.6% | +7.8% | +10.8% |
| 3M | +13.6% | -1.1% | +14.7% | +14.3% |
| 6M | +9.3% | +16.5% | -7.2% | +2.0% |
| YTD | -32.6% | +11.4% | -44.0% | -34.8% |
| 1Y | -30.0% | +16.1% | -46.1% | -34.0% |
| All | -30.0% | +17.3% | -47.3% | -34.0% |
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 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