+304.6%
ROST vs ALLE
+149.9%
+154.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | -8.9% | -6.8% | -2.1% | -5.6% |
| 3M | -0.8% | +21.0% | -21.9% | -11.4% |
| 6M | +8.5% | +1.1% | +7.4% | +6.4% |
| YTD | +28.6% | -0.5% | +29.1% | +26.2% |
| 1Y | +52.3% | -7.3% | +59.6% | +55.2% |
| 3Y | +94.8% | +42.3% | +52.6% | +50.0% |
| 5Y | +110.8% | +13.5% | +97.3% | +82.1% |
| All | +304.6% | +149.9% | +154.7% | +138.8% |
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