+101.1%
ROST vs A
+68.2%
+32.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +3.2% | +1.4% | +1.8% | +2.9% |
| 30D | +7.4% | +4.3% | +3.1% | +6.5% |
| 3M | -6.1% | +19.8% | -25.8% | -9.7% |
| 6M | +6.2% | +54.4% | -48.1% | -4.2% |
| YTD | +33.4% | +31.7% | +1.7% | +25.2% |
| 1Y | +48.8% | +22.4% | +26.4% | +42.5% |
| All | +101.1% | +68.2% | +32.9% | +82.8% |
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