+112.3%
ROST vs ALK
-25.3%
+137.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.8% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -8.9% | -19.2% | +10.3% | -4.1% |
| 3M | -0.8% | -1.5% | +0.7% | -1.5% |
| 6M | +8.5% | -13.1% | +21.5% | +10.1% |
| YTD | +28.6% | -16.4% | +45.0% | +30.7% |
| 1Y | +52.3% | -33.1% | +85.4% | +64.0% |
| 3Y | +94.8% | +0.6% | +94.2% | +71.3% |
| All | +112.3% | -25.3% | +137.6% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling