+55.7%
ZTS vs RMD
+274.3%
-218.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -3.7% | -4.4% | +0.7% | -2.1% |
| 30D | -0.8% | -3.1% | +2.4% | +0.4% |
| 3M | -9.7% | +13.8% | -23.5% | -14.0% |
| 6M | -38.4% | -8.6% | -29.8% | -36.5% |
| YTD | -41.1% | -8.6% | -32.5% | -39.4% |
| 1Y | -50.6% | -19.7% | -30.9% | -46.9% |
| 3Y | -59.1% | +48.4% | -107.5% | -66.0% |
| 5Y | -62.7% | -22.7% | -40.0% | -61.1% |
| All | +55.7% | +274.3% | -218.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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