+308.5%
ROST vs A
+236.6%
+71.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.2% |
| 7D | -2.2% | -4.4% | +2.2% | -0.6% |
| 30D | -11.4% | -2.7% | -8.8% | -10.7% |
| 3M | -1.6% | +7.0% | -8.7% | -4.7% |
| 6M | +6.8% | +24.6% | -17.8% | -3.5% |
| YTD | +25.8% | +7.0% | +18.8% | +20.5% |
| 1Y | +52.4% | +15.6% | +36.8% | +40.9% |
| 3Y | +94.4% | +29.9% | +64.5% | +64.7% |
| 5Y | +108.2% | -15.4% | +123.6% | +109.3% |
| 10Y | +308.5% | +248.9% | +59.6% | +149.4% |
| All | +308.5% | +236.6% | +71.9% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling