+174.6%
ZTS vs RL
+170.7%
+4.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -1.0% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | +1.9% | -7.8% | +9.7% | +3.6% |
| 3M | -4.0% | -4.0% | 0.0% | -3.4% |
| 6M | -39.1% | -1.9% | -37.2% | -39.0% |
| YTD | -38.8% | -0.2% | -38.6% | -39.0% |
| 1Y | -49.6% | +10.7% | -60.2% | -50.7% |
| 3Y | -59.0% | +210.8% | -269.7% | -68.1% |
| 5Y | -61.8% | +238.2% | -300.0% | -71.3% |
| 10Y | +61.4% | +313.4% | -251.9% | +10.9% |
| All | +174.6% | +170.7% | +4.0% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling