+96.0%
ROST vs ZCMD
-100.0%
+196.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -1.8% |
| 7D | -2.2% | -4.1% | +1.9% | -2.2% |
| 30D | -11.4% | -22.7% | +11.3% | -11.3% |
| 3M | -1.6% | -62.5% | +60.9% | -1.7% |
| 6M | +6.8% | -99.5% | +106.3% | +8.1% |
| YTD | +25.8% | -99.7% | +125.5% | +27.6% |
| 1Y | +52.4% | -99.9% | +152.3% | +54.8% |
| All | +96.0% | -100.0% | +196.0% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling