+10,034.0%
ROST vs ZBH
+287.8%
+9,746.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | +0.9% | -2.8% | +3.8% | +2.0% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | -0.8% | +13.4% | -14.3% | -6.0% |
| 6M | +8.5% | +3.0% | +5.5% | +6.1% |
| YTD | +28.6% | +9.7% | +18.9% | +22.4% |
| 1Y | +52.3% | -5.4% | +57.7% | +52.2% |
| 3Y | +94.8% | -15.6% | +110.4% | +98.4% |
| 5Y | +110.8% | -28.1% | +138.9% | +126.4% |
| 10Y | +304.5% | -15.2% | +319.8% | +294.6% |
| All | +10,034.0% | +287.8% | +9,746.2% | +5,754.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling