+59.0%
ZTS vs RY
+371.9%
-312.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -2.0% | +3.1% | -5.1% | -3.7% |
| 30D | +1.9% | -0.3% | +2.2% | +1.9% |
| 3M | -4.0% | +8.7% | -12.7% | -8.9% |
| 6M | -39.1% | +28.5% | -67.7% | -47.5% |
| YTD | -38.8% | +25.1% | -63.9% | -46.5% |
| 1Y | -49.6% | +46.3% | -95.9% | -59.7% |
| 3Y | -59.0% | +154.9% | -213.9% | -76.5% |
| 5Y | -61.8% | +140.3% | -202.1% | -77.6% |
| All | +59.0% | +371.9% | -312.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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