-62.8%
ZTS vs ROP
-14.2%
-48.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.4% |
| 7D | -4.8% | -5.4% | +0.6% | -1.9% |
| 30D | +1.2% | -1.6% | +2.9% | +2.0% |
| 3M | -6.0% | +18.8% | -24.9% | -15.0% |
| 6M | -38.7% | +8.2% | -46.9% | -41.8% |
| YTD | -40.6% | -10.5% | -30.1% | -37.4% |
| 1Y | -50.6% | -23.7% | -26.8% | -42.5% |
| 3Y | -58.7% | -17.9% | -40.9% | -55.8% |
| 5Y | -62.8% | -15.3% | -47.5% | -62.1% |
| All | -62.8% | -14.2% | -48.6% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling