+315.5%
ROST vs ALK
-37.5%
+353.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +0.3% |
| 7D | +2.8% | +8.9% | -6.1% | -0.1% |
| 30D | +6.6% | +5.9% | +0.6% | +4.2% |
| 3M | -7.0% | -16.5% | +9.6% | -2.1% |
| 6M | +5.4% | +2.1% | +3.3% | +2.1% |
| YTD | +32.4% | -17.1% | +49.5% | +34.8% |
| 1Y | +48.4% | -2.9% | +51.2% | +42.3% |
| 3Y | +99.5% | +24.5% | +75.0% | +58.7% |
| 5Y | +109.9% | -29.1% | +139.0% | +104.1% |
| 10Y | +315.5% | -39.1% | +354.7% | +242.8% |
| All | +315.5% | -37.5% | +353.0% | +242.8% |
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