+312.1%
ROST vs ZBH
-16.2%
+328.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.8% |
| 7D | +0.2% | -4.7% | +4.9% | +2.3% |
| 30D | -6.9% | -4.5% | -2.4% | -5.0% |
| 3M | -3.3% | +7.6% | -10.9% | -7.0% |
| 6M | +9.0% | +0.3% | +8.8% | +7.5% |
| YTD | +28.9% | +4.5% | +24.3% | +24.1% |
| 1Y | +54.0% | -9.4% | +63.4% | +56.7% |
| 3Y | +100.7% | -21.5% | +122.2% | +112.3% |
| 5Y | +116.0% | -28.4% | +144.4% | +135.0% |
| All | +312.1% | -16.2% | +328.3% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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