+308.5%
ROST vs ALL
+359.1%
-50.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.2% | -2.2% | 0.0% | -1.2% |
| 30D | -11.4% | -5.6% | -5.9% | -9.0% |
| 3M | -1.6% | +17.2% | -18.9% | -9.6% |
| 6M | +6.8% | +23.2% | -16.4% | -4.6% |
| YTD | +25.8% | +23.6% | +2.2% | +11.5% |
| 1Y | +52.4% | +29.2% | +23.2% | +31.6% |
| 3Y | +94.4% | +153.8% | -59.5% | +8.9% |
| 5Y | +108.2% | +116.1% | -7.9% | +23.6% |
| 10Y | +308.5% | +364.8% | -56.3% | +63.1% |
| All | +308.5% | +359.1% | -50.6% | +63.1% |
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