+186.1%
ROST vs ACI
+18.9%
+167.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.6% |
| 7D | -2.2% | -5.0% | +2.8% | -1.9% |
| 30D | -11.4% | -2.3% | -9.1% | -11.3% |
| 3M | -1.6% | -23.2% | +21.6% | -0.1% |
| 6M | +6.8% | -29.5% | +36.3% | +8.9% |
| YTD | +25.8% | -28.6% | +54.4% | +28.1% |
| 1Y | +52.4% | -34.0% | +86.4% | +55.9% |
| 3Y | +94.4% | -45.0% | +139.3% | +100.8% |
| 5Y | +108.2% | -44.0% | +152.2% | +112.8% |
| All | +186.1% | +18.9% | +167.3% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling