+112.0%
ROST vs ALB
-43.6%
+155.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | +0.2% | -4.4% | +4.6% | +0.8% |
| 30D | -10.0% | -1.2% | -8.8% | -9.9% |
| 3M | +1.2% | -13.3% | +14.5% | +3.0% |
| 6M | +8.9% | -19.8% | +28.7% | +11.0% |
| YTD | +28.1% | -7.9% | +36.0% | +26.9% |
| 1Y | +53.0% | +60.2% | -7.2% | +37.4% |
| 3Y | +97.9% | -26.4% | +124.3% | +96.7% |
| 5Y | +112.0% | -42.5% | +154.5% | +105.2% |
| All | +112.0% | -43.6% | +155.6% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling