+110.9%
ROST vs ZCMD
-100.0%
+210.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.1% | +9.4% | +2.4% |
| 7D | +0.2% | -5.4% | +5.6% | +0.3% |
| 30D | -6.9% | -24.8% | +17.9% | -6.7% |
| 3M | -3.3% | -62.8% | +59.5% | -3.8% |
| 6M | +9.0% | -99.5% | +108.6% | +12.6% |
| YTD | +28.9% | -99.8% | +128.6% | +34.1% |
| 1Y | +54.0% | -99.9% | +153.9% | +61.8% |
| 3Y | +100.7% | -100.0% | +200.7% | +117.8% |
| 5Y | +116.0% | -100.0% | +216.0% | +135.1% |
| All | +110.9% | -100.0% | +210.9% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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