+201.1%
ZTS vs ROST
+817.5%
-616.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.2% |
| 7D | -7.4% | -1.8% | -5.6% | -6.8% |
| 30D | +9.9% | +6.8% | +3.1% | +7.8% |
| 3M | +10.3% | -4.0% | +14.3% | +11.8% |
| 6M | +9.2% | +12.9% | -3.7% | +4.8% |
| YTD | -32.9% | +34.7% | -67.6% | -38.9% |
| 1Y | -29.7% | +49.5% | -79.2% | -38.0% |
| 3Y | -49.0% | +101.5% | -150.4% | -59.4% |
| 5Y | -59.3% | +120.7% | -180.0% | -69.3% |
| 10Y | +78.9% | +317.8% | -238.9% | +6.6% |
| All | +201.1% | +817.5% | -616.3% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling