+99.5%
ROST vs ACI
-31.6%
+131.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.6% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | +7.4% | +9.5% | -2.1% | +6.8% |
| 3M | -6.1% | +10.1% | -16.1% | -6.7% |
| 6M | +6.2% | -15.4% | +21.6% | +6.6% |
| YTD | +33.4% | -19.5% | +53.0% | +33.9% |
| 1Y | +48.8% | -21.0% | +69.8% | +49.4% |
| 3Y | +99.5% | -31.2% | +130.7% | +94.7% |
| All | +99.5% | -31.6% | +131.2% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling