+111.1%
ROST vs ZBRA
-40.9%
+152.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.5% | -3.8% | +1.3% | -1.5% |
| 30D | -10.3% | -10.2% | -0.1% | -7.9% |
| 3M | -2.6% | +58.7% | -61.3% | -15.0% |
| 6M | +6.5% | +61.9% | -55.4% | -8.2% |
| YTD | +25.9% | +41.7% | -15.7% | +11.8% |
| 1Y | +52.3% | +12.4% | +40.0% | +43.6% |
| 3Y | +94.6% | +34.2% | +60.4% | +65.3% |
| 5Y | +111.1% | -40.8% | +151.9% | +143.6% |
| All | +111.1% | -40.9% | +152.0% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling