+94.9%
ROST vs ALL
+105.5%
-10.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.1% |
| 7D | +1.2% | -1.9% | +3.2% | +1.6% |
| 30D | +2.5% | +13.8% | -11.3% | +0.9% |
| 3M | -9.0% | -7.0% | -2.0% | -8.1% |
| 6M | +1.3% | +18.0% | -16.7% | -0.8% |
| YTD | +29.1% | +24.2% | +4.9% | +25.3% |
| 1Y | +45.4% | +31.2% | +14.2% | +39.9% |
| 3Y | +94.9% | +107.5% | -12.7% | +90.7% |
| All | +94.9% | +105.5% | -10.7% | +90.7% |
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