+13,023.5%
ROST vs A
+457.0%
+12,566.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.9% | -1.9% | +2.9% | +1.4% |
| 30D | -8.9% | +6.9% | -15.8% | -10.4% |
| 3M | -0.8% | +9.2% | -10.1% | -3.1% |
| 6M | +8.5% | +25.7% | -17.2% | +2.0% |
| YTD | +28.6% | +11.5% | +17.1% | +24.1% |
| 1Y | +52.3% | +18.4% | +34.0% | +44.8% |
| 3Y | +94.8% | +26.6% | +68.2% | +79.9% |
| 5Y | +110.8% | -12.8% | +123.6% | +109.8% |
| 10Y | +304.5% | +247.2% | +57.4% | +198.8% |
| All | +13,023.5% | +457.0% | +12,566.5% | +7,174.1% |
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