+87.8%
ZTS vs ROP
+185.2%
-97.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +5.6% | +0.7% | +4.9% | +5.1% |
| 30D | +12.1% | +28.8% | -16.7% | -2.4% |
| 3M | +11.3% | +21.1% | -9.8% | -0.1% |
| 6M | +14.3% | +52.5% | -38.2% | -10.4% |
| YTD | -31.9% | +8.9% | -40.7% | -36.0% |
| 1Y | -29.3% | +8.2% | -37.5% | -33.3% |
| 3Y | -48.0% | -5.2% | -42.9% | -48.1% |
| 5Y | -58.9% | +1.7% | -60.6% | -60.9% |
| All | +87.8% | +185.2% | -97.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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