+87.8%
ZTS vs ROL
+221.5%
-133.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.5% | 0.0% |
| 7D | +5.6% | +3.0% | +2.6% | +4.3% |
| 30D | +12.1% | +19.8% | -7.7% | +4.1% |
| 3M | +11.3% | +7.9% | +3.4% | +7.7% |
| 6M | +14.3% | -25.6% | +40.0% | +28.1% |
| YTD | -31.9% | -34.1% | +2.3% | -20.0% |
| 1Y | -29.3% | -31.4% | +2.1% | -18.4% |
| 3Y | -48.0% | +4.7% | -52.7% | -50.8% |
| 5Y | -58.9% | +15.6% | -74.5% | -63.7% |
| All | +87.8% | +221.5% | -133.8% | +3.6% |
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