+174.6%
ZTS vs RY
+450.5%
-275.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -2.0% | +3.1% | -5.1% | -3.5% |
| 30D | +1.9% | -0.3% | +2.2% | +1.9% |
| 3M | -4.0% | +8.7% | -12.7% | -8.4% |
| 6M | -39.1% | +28.5% | -67.7% | -46.7% |
| YTD | -38.8% | +25.1% | -63.9% | -45.7% |
| 1Y | -49.6% | +46.3% | -95.9% | -58.8% |
| 3Y | -59.0% | +154.9% | -213.9% | -75.1% |
| 5Y | -61.8% | +140.3% | -202.1% | -76.2% |
| 10Y | +61.4% | +377.0% | -315.6% | -28.1% |
| All | +174.6% | +450.5% | -275.9% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling