+548.6%
ROST vs ALLE
+327.3%
+221.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | +1.2% | -0.6% | +1.8% | +1.6% |
| 30D | +2.5% | +25.3% | -22.9% | -8.7% |
| 3M | -9.0% | +10.3% | -19.2% | -13.7% |
| 6M | +1.3% | +38.0% | -36.7% | -15.1% |
| YTD | +29.1% | +17.8% | +11.3% | +16.1% |
| 1Y | +45.4% | +13.6% | +31.8% | +33.3% |
| 3Y | +94.9% | +89.2% | +5.7% | +31.3% |
| 5Y | +104.0% | +51.1% | +52.9% | +52.6% |
| 10Y | +314.8% | +228.1% | +86.7% | +118.9% |
| All | +548.6% | +327.3% | +221.3% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling