+112.3%
ROST vs ALL
+118.4%
-6.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -8.9% | -1.5% | -7.4% | -8.6% |
| 3M | -0.8% | +23.6% | -24.4% | -6.6% |
| 6M | +8.5% | +22.3% | -13.9% | +2.3% |
| YTD | +28.6% | +26.5% | +2.1% | +19.9% |
| 1Y | +52.3% | +27.0% | +25.3% | +41.6% |
| 3Y | +94.8% | +149.6% | -54.7% | +39.5% |
| All | +112.3% | +118.4% | -6.1% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling