-29.3%
ZTS vs ROST
+43.7%
-73.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +2.3% |
| 7D | +5.6% | +0.3% | +5.3% | +5.4% |
| 30D | +12.1% | +0.5% | +11.6% | +12.2% |
| 3M | +11.3% | -5.2% | +16.5% | +14.2% |
| 6M | +14.3% | +9.8% | +4.5% | +6.8% |
| YTD | -31.9% | +29.4% | -61.3% | -40.1% |
| 1Y | -29.3% | +44.4% | -73.6% | -42.9% |
| All | -29.3% | +43.7% | -73.0% | -42.9% |
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