+316.4%
ROST vs ALL
+372.0%
-55.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.5% |
| 7D | +3.2% | -0.1% | +3.3% | +3.3% |
| 30D | +7.4% | +13.8% | -6.4% | +1.0% |
| 3M | -6.1% | -2.8% | -3.3% | -5.1% |
| 6M | +6.2% | +23.7% | -17.4% | -5.3% |
| YTD | +33.4% | +27.3% | +6.2% | +16.4% |
| 1Y | +48.8% | +30.5% | +18.3% | +28.0% |
| 3Y | +99.5% | +113.0% | -13.5% | +24.7% |
| 5Y | +112.7% | +157.6% | -44.9% | +12.2% |
| 10Y | +316.4% | +368.4% | -51.9% | +69.4% |
| All | +316.4% | +372.0% | -55.5% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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