+100.7%
ROST vs ZBRA
+35.9%
+64.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.0% |
| 7D | +0.2% | -3.4% | +3.6% | +0.8% |
| 30D | -6.9% | -7.4% | +0.5% | -5.7% |
| 3M | -3.3% | +57.5% | -60.8% | -12.0% |
| 6M | +9.0% | +64.0% | -54.9% | -2.0% |
| YTD | +28.9% | +44.3% | -15.4% | +18.1% |
| 1Y | +54.0% | +10.9% | +43.1% | +47.9% |
| 3Y | +100.7% | +37.5% | +63.2% | +80.8% |
| All | +100.7% | +35.9% | +64.8% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling