+200.7%
ZTS vs ROP
+335.4%
-134.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | +11.0% | +30.3% | -19.3% | -3.4% |
| 3M | +10.9% | +17.8% | -6.8% | +1.5% |
| 6M | +0.9% | +38.9% | -38.0% | -15.8% |
| YTD | -33.0% | +7.6% | -40.6% | -36.6% |
| 1Y | -29.6% | +6.5% | -36.1% | -33.0% |
| 3Y | -49.0% | -6.3% | -42.8% | -48.8% |
| 5Y | -59.5% | +0.9% | -60.4% | -61.1% |
| 10Y | +77.0% | +180.7% | -103.7% | +1.9% |
| All | +200.7% | +335.4% | -134.6% | +47.1% |
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 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