+97.5%
ROST vs A
+29.5%
+68.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | 0.0% | -2.1% | +2.1% | +0.5% |
| 30D | -10.2% | +0.6% | -10.8% | -10.4% |
| 3M | +1.0% | +10.9% | -9.9% | -1.5% |
| 6M | +8.7% | +28.2% | -19.4% | +1.8% |
| YTD | +27.8% | +8.6% | +19.2% | +24.9% |
| 1Y | +52.7% | +15.5% | +37.1% | +46.6% |
| 3Y | +97.5% | +31.8% | +65.7% | +80.1% |
| All | +97.5% | +29.5% | +68.0% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling