+71,068.6%
ROST vs ALK
+770.6%
+70,298.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +1.2% | +9.0% | -7.8% | -1.2% |
| 30D | +2.5% | -1.6% | +4.1% | +2.6% |
| 3M | -9.0% | -23.2% | +14.2% | -2.7% |
| 6M | +1.3% | -3.9% | +5.2% | +0.6% |
| YTD | +29.1% | -22.6% | +51.6% | +33.8% |
| 1Y | +45.4% | -5.3% | +50.7% | +42.1% |
| 3Y | +94.9% | +18.6% | +76.3% | +69.1% |
| 5Y | +104.0% | -34.4% | +138.4% | +106.3% |
| 10Y | +314.8% | -40.8% | +355.6% | +299.4% |
| All | +71,068.6% | +770.6% | +70,298.0% | +20,857.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling