+60,699.3%
ROST vs ZBRA
+8,965.3%
+51,734.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | 0.0% |
| 7D | 0.0% | +2.6% | -2.5% | -0.5% |
| 30D | -10.2% | -6.4% | -3.8% | -9.0% |
| 3M | +1.0% | +51.3% | -50.3% | -7.8% |
| 6M | +8.7% | +60.5% | -51.8% | -2.3% |
| YTD | +27.8% | +45.2% | -17.4% | +16.7% |
| 1Y | +52.7% | +12.3% | +40.3% | +46.0% |
| 3Y | +97.5% | +37.5% | +60.0% | +77.2% |
| 5Y | +111.6% | -39.2% | +150.8% | +118.0% |
| 10Y | +302.2% | +417.0% | -114.8% | +178.8% |
| All | +60,699.3% | +8,965.3% | +51,734.0% | +21,525.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling