+192.5%
ROST vs ACI
+25.9%
+166.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.9% | +0.2% | +0.8% | +0.9% |
| 30D | -8.9% | +5.9% | -14.8% | -9.3% |
| 3M | -0.8% | -19.8% | +19.0% | +0.4% |
| 6M | +8.5% | -24.7% | +33.2% | +10.1% |
| YTD | +28.6% | -24.4% | +53.0% | +30.4% |
| 1Y | +52.3% | -31.5% | +83.8% | +55.4% |
| 3Y | +94.8% | -38.7% | +133.5% | +99.7% |
| 5Y | +110.8% | -42.8% | +153.6% | +114.1% |
| All | +192.5% | +25.9% | +166.6% | +221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling