+303.0%
ROST vs ALLE
+148.2%
+154.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +0.2% | +2.8% | -2.6% | -1.2% |
| 30D | -10.0% | -7.6% | -2.4% | -6.2% |
| 3M | +1.2% | +22.8% | -21.5% | -10.3% |
| 6M | +8.9% | +4.6% | +4.3% | +4.9% |
| YTD | +28.1% | -1.2% | +29.3% | +26.1% |
| 1Y | +53.0% | -9.1% | +62.1% | +57.6% |
| 3Y | +97.9% | +50.0% | +47.9% | +47.4% |
| 5Y | +112.0% | +15.2% | +96.7% | +81.3% |
| 10Y | +303.0% | +151.1% | +151.9% | +138.7% |
| All | +303.0% | +148.2% | +154.7% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALLE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling