-59.3%
ZTS vs RY
+125.1%
-184.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.0% | -0.5% | +1.6% | +1.4% |
| 30D | +12.4% | +4.7% | +7.7% | +10.0% |
| 3M | +13.6% | -4.5% | +18.1% | +16.4% |
| 6M | +9.3% | +12.5% | -3.2% | +1.8% |
| YTD | -32.6% | +21.1% | -53.7% | -39.8% |
| 1Y | -30.0% | +38.6% | -68.7% | -42.1% |
| 3Y | -48.7% | +160.2% | -208.9% | -70.8% |
| 5Y | -59.3% | +124.7% | -184.0% | -74.9% |
| All | -59.3% | +125.1% | -184.5% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling