-30.0%
ZTS vs ROP
+6.4%
-36.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +1.0% | -2.7% | +3.7% | +2.1% |
| 30D | +12.4% | +29.7% | -17.3% | +3.3% |
| 3M | +13.6% | +21.2% | -7.6% | +6.5% |
| 6M | +9.3% | +48.3% | -38.9% | -3.8% |
| YTD | -32.6% | +8.4% | -41.0% | -36.4% |
| All | -30.0% | +6.4% | -36.4% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling