+301.5%
ROST vs Z
-16.5%
+317.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -3.0% |
| 7D | +0.3% | +0.8% | -0.6% | 0.0% |
| 30D | +0.5% | +5.2% | -4.7% | -0.7% |
| 3M | -5.2% | -17.0% | +11.8% | -2.7% |
| 6M | +9.8% | -22.7% | +32.5% | +13.5% |
| YTD | +29.4% | -56.3% | +85.7% | +46.8% |
| 1Y | +44.4% | -57.7% | +102.0% | +64.4% |
| 3Y | +95.0% | -16.5% | +111.5% | +89.2% |
| 5Y | +111.9% | -53.4% | +165.3% | +118.5% |
| All | +301.5% | -16.5% | +317.9% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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