+316.4%
ROST vs ALLE
+217.2%
+99.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +7.4% | +25.9% | -18.5% | -5.0% |
| 3M | -6.1% | +14.9% | -20.9% | -13.1% |
| 6M | +6.2% | +42.1% | -35.9% | -13.2% |
| YTD | +33.4% | +20.4% | +13.1% | +18.0% |
| 1Y | +48.8% | +14.9% | +33.9% | +35.1% |
| 3Y | +99.5% | +90.1% | +9.4% | +30.3% |
| 5Y | +112.7% | +53.0% | +59.7% | +55.0% |
| 10Y | +316.4% | +208.8% | +107.6% | +125.9% |
| All | +316.4% | +217.2% | +99.2% | +125.9% |
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