+203.1%
ZTS vs RNG
+340.1%
-137.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +5.6% | +4.6% | +1.0% | +4.8% |
| 30D | +12.1% | +0.4% | +11.7% | +11.8% |
| 3M | +11.3% | +11.4% | -0.1% | +9.0% |
| 6M | +14.3% | +95.7% | -81.4% | +1.5% |
| YTD | -31.9% | +162.9% | -194.8% | -43.4% |
| 1Y | -29.3% | +180.3% | -209.5% | -41.9% |
| 3Y | -48.0% | +188.3% | -236.4% | -58.9% |
| 5Y | -58.9% | -72.5% | +13.6% | -55.5% |
| 10Y | +81.7% | +236.7% | -155.0% | +19.7% |
| All | +203.1% | +340.1% | -137.1% | +91.3% |
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