+384.2%
ROST vs Z
+25.1%
+359.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.9% | -3.0% | +3.9% | +1.4% |
| 30D | -8.9% | -4.2% | -4.7% | -8.4% |
| 3M | -0.8% | -3.7% | +2.9% | -0.7% |
| 6M | +8.5% | -24.5% | +33.0% | +12.8% |
| YTD | +28.6% | -49.3% | +77.9% | +42.3% |
| 1Y | +52.3% | -58.7% | +111.0% | +74.0% |
| 3Y | +94.8% | -34.1% | +129.0% | +98.8% |
| 5Y | +110.8% | -64.5% | +175.3% | +125.1% |
| 10Y | +304.5% | -0.5% | +305.0% | +221.1% |
| All | +384.2% | +25.1% | +359.1% | +266.3% |
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