-26.7%
ZTS vs ROST
+54.7%
-81.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.1% | +1.4% | +4.5% |
| 7D | +15.4% | +7.8% | +7.6% | +11.4% |
| 30D | +25.8% | +8.6% | +17.2% | +21.1% |
| 3M | +18.1% | -1.9% | +20.0% | +18.7% |
| 6M | -19.7% | +9.1% | -28.9% | -23.5% |
| YTD | -27.5% | +37.2% | -64.7% | -38.3% |
| 1Y | -26.7% | +52.7% | -79.5% | -42.4% |
| All | -26.7% | +54.7% | -81.4% | -42.4% |
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