+308.5%
ROST vs ALB
+80.1%
+228.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.2% |
| 7D | -2.2% | -8.6% | +6.4% | -0.6% |
| 30D | -11.4% | -4.0% | -7.4% | -10.8% |
| 3M | -1.6% | -17.4% | +15.8% | +1.7% |
| 6M | +6.8% | -25.4% | +32.2% | +11.3% |
| YTD | +25.8% | -10.5% | +36.3% | +25.0% |
| 1Y | +52.4% | +75.8% | -23.4% | +29.4% |
| 3Y | +94.4% | -28.5% | +122.9% | +89.9% |
| 5Y | +108.2% | -45.1% | +153.3% | +106.8% |
| 10Y | +308.5% | +87.3% | +221.2% | +158.2% |
| All | +308.5% | +80.1% | +228.4% | +158.2% |
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