+13,519.7%
ROST vs A
+557.8%
+12,961.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | -6.1% | +19.8% | -25.8% | -10.1% |
| 6M | +6.2% | +54.4% | -48.1% | -4.7% |
| YTD | +33.4% | +31.7% | +1.7% | +23.8% |
| 1Y | +48.8% | +22.4% | +26.4% | +40.4% |
| 3Y | +99.5% | +67.7% | +31.8% | +72.7% |
| 5Y | +112.7% | +15.7% | +96.9% | +98.4% |
| 10Y | +316.4% | +308.7% | +7.7% | +196.0% |
| All | +13,519.7% | +557.8% | +12,961.9% | +7,157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling