+200.2%
ZTS vs ROP
+332.8%
-132.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.2% |
| 7D | -1.0% | -1.6% | +0.6% | -0.1% |
| 30D | +10.8% | +29.5% | -18.8% | -3.3% |
| 3M | +14.1% | +17.5% | -3.5% | +4.5% |
| 6M | +0.8% | +38.1% | -37.3% | -15.7% |
| YTD | -33.1% | +7.0% | -40.1% | -36.5% |
| 1Y | -30.0% | +6.5% | -36.5% | -33.4% |
| 3Y | -49.5% | -5.5% | -44.0% | -49.5% |
| 5Y | -60.2% | -0.4% | -59.9% | -61.6% |
| 10Y | +77.0% | +183.6% | -106.5% | +1.5% |
| All | +200.2% | +332.8% | -132.6% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling