+225.8%
ROST vs ZS
+517.5%
-291.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | 0.0% |
| 7D | +0.9% | -7.8% | +8.8% | +1.7% |
| 30D | -8.9% | +5.0% | -13.9% | -9.5% |
| 3M | -0.8% | +25.5% | -26.4% | -3.4% |
| 6M | +8.5% | +8.7% | -0.2% | +5.7% |
| YTD | +28.6% | -24.5% | +53.1% | +30.0% |
| 1Y | +52.3% | -36.7% | +89.0% | +56.7% |
| 3Y | +94.8% | +7.2% | +87.6% | +85.7% |
| 5Y | +110.8% | -40.9% | +151.7% | +103.9% |
| All | +225.8% | +517.5% | -291.6% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling