-49.6%
ZTS vs ROST
+54.0%
-103.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.0% | +0.9% | -2.9% | -2.4% |
| 30D | +1.9% | -8.9% | +10.8% | +5.9% |
| 3M | -4.0% | -0.8% | -3.2% | -4.3% |
| 6M | -39.1% | +8.5% | -47.6% | -41.3% |
| YTD | -38.8% | +28.6% | -67.4% | -44.9% |
| 1Y | -49.6% | +52.3% | -101.9% | -57.7% |
| All | -49.6% | +54.0% | -103.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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