+108.2%
ROST vs Z
-65.8%
+174.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -2.2% | -7.1% | +4.8% | -1.1% |
| 30D | -11.4% | -4.8% | -6.7% | -10.9% |
| 3M | -1.6% | -9.3% | +7.7% | -0.6% |
| 6M | +6.8% | -29.0% | +35.8% | +12.2% |
| YTD | +25.8% | -52.9% | +78.7% | +41.2% |
| 1Y | +52.4% | -63.1% | +115.5% | +78.2% |
| 3Y | +94.4% | -36.9% | +131.2% | +99.7% |
| 5Y | +108.2% | -65.5% | +173.7% | +100.2% |
| All | +108.2% | -65.8% | +174.0% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling