+97.5%
ROST vs ALL
+150.3%
-52.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | 0.0% | -1.7% | +1.7% | +0.3% |
| 30D | -10.2% | -4.7% | -5.5% | -9.6% |
| 3M | +1.0% | +18.4% | -17.3% | -1.2% |
| 6M | +8.7% | +20.5% | -11.8% | +6.0% |
| YTD | +27.8% | +23.5% | +4.3% | +24.0% |
| 1Y | +52.7% | +29.0% | +23.7% | +46.9% |
| 3Y | +97.5% | +153.7% | -56.2% | +78.4% |
| All | +97.5% | +150.3% | -52.8% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling