+54.9%
ROST vs ZYBT
-58.9%
+113.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.3% |
| 7D | +0.2% | -3.7% | +3.9% | +0.2% |
| 30D | -6.9% | 0.0% | -6.9% | -6.9% |
| 3M | -3.3% | +72.2% | -75.5% | -4.3% |
| 6M | +9.0% | +103.1% | -94.1% | +7.3% |
| YTD | +28.9% | +34.8% | -5.9% | +27.4% |
| 1Y | +54.0% | -83.2% | +137.1% | +56.1% |
| All | +54.9% | -58.9% | +113.7% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling