-26.7%
ZTS vs ROL
-34.1%
+7.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.7% | +6.4% |
| 7D | +15.4% | +14.6% | +0.9% | +10.0% |
| 30D | +25.8% | +29.3% | -3.5% | +15.3% |
| 3M | +18.1% | +2.0% | +16.1% | +16.7% |
| 6M | -19.7% | -28.5% | +8.8% | -9.6% |
| YTD | -27.5% | -35.3% | +7.8% | -16.9% |
| 1Y | -26.7% | -34.7% | +8.0% | -17.3% |
| All | -26.7% | -34.1% | +7.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling