+315.5%
ROST vs ALLE
+233.6%
+81.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.1% |
| 7D | +2.8% | -0.6% | +3.4% | +3.2% |
| 30D | +6.6% | +26.6% | -20.0% | -6.1% |
| 3M | -7.0% | +13.2% | -20.1% | -13.2% |
| 6M | +5.4% | +42.9% | -37.5% | -14.1% |
| YTD | +32.4% | +21.0% | +11.3% | +16.7% |
| 1Y | +48.4% | +15.2% | +33.2% | +34.5% |
| 3Y | +99.5% | +95.6% | +3.9% | +28.1% |
| 5Y | +109.9% | +53.4% | +56.5% | +52.8% |
| 10Y | +315.5% | +221.5% | +94.1% | +123.7% |
| All | +315.5% | +233.6% | +81.9% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling