-59.0%
ZTS vs ROST
+93.3%
-152.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.3% |
| 7D | -3.8% | -2.2% | -1.5% | -3.0% |
| 30D | -2.0% | -11.4% | +9.4% | +1.9% |
| 3M | -10.2% | -1.6% | -8.6% | -10.1% |
| 6M | -39.4% | +6.8% | -46.2% | -40.7% |
| YTD | -40.8% | +25.8% | -66.6% | -45.0% |
| 1Y | -50.1% | +52.4% | -102.5% | -56.2% |
| All | -59.0% | +93.3% | -152.2% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling