-62.8%
ZTS vs ROL
-2.9%
-60.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.4% | -2.1% |
| 7D | -4.8% | -3.4% | -1.4% | -3.7% |
| 30D | +1.2% | -6.9% | +8.2% | +3.6% |
| 3M | -6.0% | -24.6% | +18.6% | +2.9% |
| 6M | -38.7% | -39.5% | +0.8% | -27.9% |
| YTD | -40.6% | -41.1% | +0.5% | -29.7% |
| 1Y | -50.6% | -37.9% | -12.7% | -42.7% |
| 3Y | -58.7% | +0.8% | -59.5% | -59.8% |
| 5Y | -62.8% | -4.7% | -58.2% | -65.0% |
| All | -62.8% | -2.9% | -60.0% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling