-59.2%
ZTS vs RRX
+1.6%
-60.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -4.5% | -3.7% | -0.8% | -4.0% |
| 30D | -3.3% | -9.3% | +6.0% | -2.0% |
| 3M | -9.7% | -21.8% | +12.0% | -7.3% |
| 6M | -38.8% | -22.0% | -16.8% | -36.9% |
| YTD | -41.2% | +11.9% | -53.1% | -42.6% |
| 1Y | -50.3% | +11.6% | -61.9% | -51.6% |
| All | -59.2% | +1.6% | -60.8% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling