+174.6%
ZTS vs ROP
+272.8%
-98.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +2.9% | +1.2% |
| 7D | -2.0% | -4.4% | +2.5% | +0.3% |
| 30D | +1.9% | +3.2% | -1.3% | +0.1% |
| 3M | -4.0% | +23.1% | -27.1% | -14.5% |
| 6M | -39.1% | +13.3% | -52.4% | -43.5% |
| YTD | -38.8% | -7.9% | -31.0% | -37.0% |
| 1Y | -49.6% | -22.1% | -27.5% | -43.3% |
| 3Y | -59.0% | -16.8% | -42.2% | -56.1% |
| 5Y | -61.8% | -13.5% | -48.2% | -60.1% |
| 10Y | +61.4% | +137.7% | -76.2% | +1.4% |
| All | +174.6% | +272.8% | -98.2% | +46.0% |
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 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