+114.6%
ROST vs ZCMD
-100.0%
+214.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.1% | +9.4% | +2.4% |
| 7D | +0.2% | -5.4% | +5.6% | +0.2% |
| 30D | -6.9% | -24.8% | +17.9% | -6.8% |
| 3M | -3.3% | -62.8% | +59.5% | -3.3% |
| 6M | +9.0% | -99.5% | +108.6% | +10.0% |
| YTD | +28.9% | -99.8% | +128.6% | +30.2% |
| 1Y | +54.0% | -99.9% | +153.9% | +55.7% |
| 3Y | +100.7% | -100.0% | +200.7% | +100.8% |
| All | +114.6% | -100.0% | +214.6% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling