+172.3%
ZTS vs RNG
+327.7%
-155.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | 0.0% |
| 7D | -2.0% | +5.8% | -7.8% | -2.9% |
| 30D | +1.9% | +19.6% | -17.7% | -0.9% |
| 3M | -4.0% | +67.0% | -71.0% | -12.1% |
| 6M | -39.1% | +88.4% | -127.5% | -45.8% |
| YTD | -38.8% | +155.5% | -194.3% | -48.7% |
| 1Y | -49.6% | +141.7% | -191.2% | -57.5% |
| 3Y | -59.0% | +131.1% | -190.1% | -66.4% |
| 5Y | -61.8% | -70.6% | +8.8% | -59.2% |
| 10Y | +61.4% | +228.2% | -166.8% | +7.1% |
| All | +172.3% | +327.7% | -155.5% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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