+189.6%
ZTS vs ROL
+521.8%
-332.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.5% |
| 7D | -0.4% | +9.5% | -9.9% | -3.9% |
| 30D | +11.7% | +22.9% | -11.2% | +2.9% |
| 3M | +3.5% | +3.5% | -0.1% | +1.7% |
| 6M | -27.6% | -29.4% | +1.8% | -17.4% |
| YTD | -35.5% | -36.1% | +0.6% | -23.6% |
| 1Y | -32.1% | -34.4% | +2.3% | -20.5% |
| 3Y | -49.1% | +4.0% | -53.1% | -51.5% |
| 5Y | -61.0% | +13.2% | -74.3% | -65.1% |
| 10Y | +74.4% | +219.7% | -145.3% | -1.4% |
| All | +189.6% | +521.8% | -332.2% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling