+96.0%
ROST vs ZS
+2.4%
+93.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.3% | -1.9% |
| 7D | -2.2% | -3.8% | +1.6% | -2.0% |
| 30D | -11.4% | -6.0% | -5.4% | -11.1% |
| 3M | -1.6% | +32.0% | -33.6% | -4.0% |
| 6M | +6.8% | +2.1% | +4.7% | +5.5% |
| YTD | +25.8% | -26.2% | +52.0% | +29.3% |
| 1Y | +52.4% | -41.2% | +93.6% | +61.5% |
| All | +96.0% | +2.4% | +93.6% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling