-62.8%
ZTS vs RRX
+14.8%
-77.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -4.5% | -3.7% | -0.8% | -3.8% |
| 30D | -3.3% | -9.3% | +6.0% | -1.4% |
| 3M | -9.7% | -21.8% | +12.0% | -6.3% |
| 6M | -38.8% | -22.0% | -16.8% | -36.4% |
| YTD | -41.2% | +11.9% | -53.1% | -43.8% |
| 1Y | -50.3% | +11.6% | -61.9% | -52.7% |
| 3Y | -59.1% | +2.2% | -61.3% | -61.3% |
| 5Y | -62.8% | +14.9% | -77.6% | -66.9% |
| All | -62.8% | +14.8% | -77.5% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling