+13,105.3%
ROST vs A
+543.3%
+12,562.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | -5.2% | +16.7% | -21.9% | -8.7% |
| 6M | +9.8% | +54.8% | -45.0% | -1.6% |
| YTD | +29.4% | +28.8% | +0.6% | +20.7% |
| 1Y | +44.4% | +19.3% | +25.0% | +37.0% |
| 3Y | +95.0% | +65.5% | +29.5% | +69.2% |
| 5Y | +111.9% | +12.1% | +99.8% | +99.1% |
| 10Y | +301.2% | +305.4% | -4.1% | +185.9% |
| All | +13,105.3% | +543.3% | +12,562.0% | +6,971.8% |
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 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