+303.0%
ROST vs ALK
-38.6%
+341.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -10.0% | -18.5% | +8.5% | -4.0% |
| 3M | +1.2% | -3.6% | +4.8% | +1.0% |
| 6M | +8.9% | -3.7% | +12.6% | +7.3% |
| YTD | +28.1% | -19.0% | +47.1% | +32.1% |
| 1Y | +53.0% | -36.0% | +89.0% | +69.9% |
| 3Y | +97.9% | +2.3% | +95.5% | +70.9% |
| 5Y | +112.0% | -27.8% | +139.7% | +104.8% |
| 10Y | +303.0% | -39.0% | +341.9% | +235.6% |
| All | +303.0% | -38.6% | +341.5% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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