+116.9%
ROST vs ALLE
+52.7%
+64.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | +0.9% | +1.6% | -0.7% | +0.3% |
| 30D | +5.1% | +24.1% | -19.0% | -3.6% |
| 3M | -4.3% | +14.8% | -19.1% | -9.6% |
| 6M | +9.4% | +45.9% | -36.5% | -7.2% |
| YTD | +32.5% | +20.7% | +11.7% | +20.9% |
| 1Y | +46.9% | +14.2% | +32.7% | +37.6% |
| 3Y | +98.1% | +90.7% | +7.4% | +38.7% |
| 5Y | +116.9% | +50.6% | +66.4% | +77.9% |
| All | +116.9% | +52.7% | +64.2% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling