+69.2%
ROST vs ADVB
-88.8%
+157.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.4% |
| 7D | +0.2% | -14.0% | +14.2% | +0.3% |
| 30D | -10.0% | +41.0% | -51.0% | -10.1% |
| 3M | +1.2% | +127.9% | -126.7% | -0.5% |
| 6M | +8.9% | +101.3% | -92.4% | +7.3% |
| YTD | +28.1% | +53.8% | -25.7% | +26.4% |
| 1Y | +53.0% | +4.4% | +48.5% | +50.9% |
| All | +69.2% | -88.8% | +157.9% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ADVB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling