+52.3%
ROST vs ZYBT
-83.2%
+135.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +0.9% | -6.9% | +7.9% | +0.9% |
| 30D | -8.9% | -31.8% | +22.9% | -8.9% |
| 3M | -0.8% | +94.0% | -94.8% | -1.5% |
| 6M | +8.5% | +99.0% | -90.5% | +7.8% |
| YTD | +28.6% | +40.0% | -11.4% | +27.2% |
| 1Y | +52.3% | -79.5% | +131.9% | +45.9% |
| All | +52.3% | -83.2% | +135.5% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling