+58.8%
ZTS vs ROL
+205.3%
-146.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | -3.8% | -3.3% | -0.5% | -2.4% |
| 30D | -2.0% | -7.2% | +5.2% | +1.0% |
| 3M | -10.2% | -27.0% | +16.8% | +1.5% |
| 6M | -39.4% | -39.5% | +0.1% | -26.1% |
| YTD | -40.8% | -41.8% | +1.0% | -26.9% |
| 1Y | -50.1% | -38.9% | -11.3% | -39.9% |
| 3Y | -58.9% | -0.4% | -58.5% | -60.4% |
| 5Y | -62.4% | -4.2% | -58.2% | -64.1% |
| 10Y | +58.8% | +208.2% | -149.4% | -1.1% |
| All | +58.8% | +205.3% | -146.5% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling