+97.5%
ROST vs ACI
-43.5%
+140.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | 0.0% | -2.6% | +2.6% | +0.2% |
| 30D | -10.2% | +1.1% | -11.2% | -10.2% |
| 3M | +1.0% | -23.6% | +24.7% | +2.2% |
| 6M | +8.7% | -29.9% | +38.7% | +10.5% |
| YTD | +27.8% | -26.9% | +54.7% | +29.3% |
| 1Y | +52.7% | -34.2% | +86.9% | +55.9% |
| 3Y | +97.5% | -43.6% | +141.1% | +99.8% |
| All | +97.5% | -43.5% | +140.9% | +99.8% |
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