+305.2%
ROST vs ALLY
+198.2%
+107.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +1.2% | +0.9% | +0.3% | +0.9% |
| 30D | +2.5% | +3.1% | -0.6% | +1.3% |
| 3M | -9.0% | -12.6% | +3.6% | -4.2% |
| 6M | +1.3% | -12.4% | +13.8% | +6.1% |
| YTD | +29.1% | -13.2% | +42.2% | +34.7% |
| 1Y | +45.4% | +1.8% | +43.6% | +42.4% |
| 3Y | +94.9% | +58.0% | +36.9% | +50.3% |
| 5Y | +104.0% | -8.4% | +112.4% | +91.3% |
| All | +305.2% | +198.2% | +107.0% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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