+189.6%
ZTS vs RL
+191.0%
-1.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.0% |
| 7D | -0.4% | -4.2% | +3.8% | +0.6% |
| 30D | +11.7% | +4.3% | +7.5% | +10.9% |
| 3M | +3.5% | -4.6% | +8.0% | +4.5% |
| 6M | -27.6% | +1.7% | -29.3% | -27.9% |
| YTD | -35.5% | +7.3% | -42.8% | -36.6% |
| 1Y | -32.1% | +20.8% | -52.9% | -34.8% |
| 3Y | -49.1% | +247.0% | -296.0% | -61.2% |
| 5Y | -61.0% | +225.5% | -286.5% | -70.6% |
| 10Y | +74.4% | +363.0% | -288.6% | +17.3% |
| All | +189.6% | +191.0% | -1.5% | +98.2% |
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