+78.9%
ZTS vs RRC
+72.2%
+6.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -7.4% | -0.5% | -7.0% | -7.4% |
| 30D | +9.9% | +25.2% | -15.3% | +8.4% |
| 3M | +10.3% | +27.8% | -17.5% | +8.6% |
| 6M | +9.2% | +27.2% | -18.0% | +7.5% |
| YTD | -32.9% | +48.2% | -81.1% | -34.6% |
| 1Y | -29.7% | +34.7% | -64.4% | -31.2% |
| 3Y | -49.0% | +62.2% | -111.2% | -50.9% |
| 5Y | -59.3% | +130.9% | -190.2% | -61.9% |
| 10Y | +78.9% | +73.4% | +5.5% | +61.9% |
| All | +78.9% | +72.2% | +6.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling