+315.5%
ROST vs ALB
+38.2%
+277.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.8% | +9.5% | -6.7% | +1.0% |
| 30D | +6.6% | -2.1% | +8.7% | +6.8% |
| 3M | -7.0% | -24.1% | +17.2% | -2.2% |
| 6M | +5.4% | -51.0% | +56.4% | +20.0% |
| YTD | +32.4% | -29.3% | +61.7% | +37.3% |
| 1Y | +48.4% | +3.2% | +45.2% | +41.4% |
| 3Y | +99.5% | -9.3% | +108.8% | +79.5% |
| 5Y | +109.9% | -61.6% | +171.5% | +126.2% |
| 10Y | +315.5% | +40.8% | +274.8% | +178.8% |
| All | +315.5% | +38.2% | +277.3% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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