+78.2%
AAPL vs ROST
+93.3%
-15.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -3.0% | -2.2% | -0.7% | -2.1% |
| 30D | +2.3% | -11.4% | +13.7% | +7.1% |
| 3M | +8.6% | -1.6% | +10.3% | +9.0% |
| 6M | +21.6% | +6.8% | +14.7% | +17.7% |
| YTD | +16.3% | +25.8% | -9.5% | +4.8% |
| 1Y | +35.1% | +52.4% | -17.3% | +11.3% |
| All | +78.2% | +93.3% | -15.1% | +34.8% |
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