+58.8%
ZTS vs ROP
+132.1%
-73.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | -3.8% | -6.1% | +2.4% | -0.4% |
| 30D | -2.0% | -3.4% | +1.3% | -0.3% |
| 3M | -10.2% | +16.7% | -26.9% | -18.0% |
| 6M | -39.4% | +8.1% | -47.5% | -42.5% |
| YTD | -40.8% | -11.7% | -29.1% | -37.6% |
| 1Y | -50.1% | -24.2% | -25.9% | -42.7% |
| 3Y | -58.9% | -19.0% | -39.9% | -55.3% |
| 5Y | -62.4% | -15.9% | -46.5% | -60.2% |
| 10Y | +58.8% | +135.7% | -76.9% | +8.0% |
| All | +58.8% | +132.1% | -73.3% | +8.0% |
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