+226.5%
ROST vs ZS
+498.3%
-271.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | +0.2% | -3.1% | +3.3% | +0.5% |
| 30D | -6.9% | -7.2% | +0.3% | -6.4% |
| 3M | -3.3% | +30.5% | -33.8% | -6.3% |
| 6M | +9.0% | +7.0% | +2.1% | +6.4% |
| YTD | +28.9% | -26.8% | +55.7% | +30.7% |
| 1Y | +54.0% | -42.6% | +96.6% | +60.1% |
| 3Y | +100.7% | -0.3% | +101.0% | +92.8% |
| 5Y | +116.0% | -39.2% | +155.2% | +108.9% |
| All | +226.5% | +498.3% | -271.8% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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