-57.9%
ZTS vs ROL
+7.0%
-65.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.0% | -1.4% | -0.5% | -1.6% |
| 30D | +1.9% | -4.1% | +6.0% | +3.0% |
| 3M | -4.0% | -22.5% | +18.5% | +3.2% |
| 6M | -39.1% | -37.7% | -1.5% | -30.4% |
| YTD | -38.8% | -39.6% | +0.8% | -29.6% |
| 1Y | -49.6% | -36.0% | -13.5% | -43.0% |
| All | -57.9% | +7.0% | -65.0% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling