+112.0%
ROST vs A
-14.2%
+126.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.4% |
| 7D | +0.2% | -2.1% | +2.3% | +0.8% |
| 30D | -10.0% | +0.6% | -10.6% | -10.3% |
| 3M | +1.2% | +10.9% | -9.7% | -2.4% |
| 6M | +8.9% | +28.2% | -19.2% | -0.7% |
| YTD | +28.1% | +8.6% | +19.5% | +23.4% |
| 1Y | +53.0% | +15.5% | +37.4% | +43.8% |
| 3Y | +97.9% | +31.8% | +66.1% | +70.4% |
| 5Y | +112.0% | -14.9% | +126.9% | +100.0% |
| All | +112.0% | -14.2% | +126.2% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling