+407.4%
ROST vs Z
+6.6%
+400.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -1.8% | -13.1% | +11.2% | +0.5% |
| 30D | +6.8% | +5.9% | +1.0% | +5.6% |
| 3M | -4.0% | -13.7% | +9.7% | -2.2% |
| 6M | +12.9% | -27.1% | +40.0% | +17.8% |
| YTD | +34.7% | -56.8% | +91.5% | +52.4% |
| 1Y | +49.5% | -60.2% | +109.7% | +71.3% |
| 3Y | +101.5% | -19.7% | +121.2% | +97.4% |
| 5Y | +120.7% | -53.7% | +174.4% | +127.9% |
| 10Y | +317.8% | -16.9% | +334.7% | +240.1% |
| All | +407.4% | +6.6% | +400.8% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling