-49.1%
ZTS vs RL
+240.1%
-289.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.9% |
| 7D | -0.4% | -4.2% | +3.8% | +0.9% |
| 30D | +11.7% | +4.3% | +7.5% | +10.9% |
| 3M | +3.5% | -4.6% | +8.0% | +4.8% |
| 6M | -27.6% | +1.7% | -29.3% | -27.8% |
| YTD | -35.5% | +7.3% | -42.8% | -36.5% |
| 1Y | -32.1% | +20.8% | -52.9% | -34.6% |
| 3Y | -49.1% | +247.0% | -296.0% | -59.6% |
| All | -49.1% | +240.1% | -289.1% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling