+303.0%
ROST vs ALLY
+178.4%
+124.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.9% |
| 7D | +0.2% | +1.0% | -0.8% | -0.2% |
| 30D | -10.0% | -3.3% | -6.7% | -8.8% |
| 3M | +1.2% | +0.5% | +0.8% | +0.7% |
| 6M | +8.9% | +12.6% | -3.6% | +3.3% |
| YTD | +28.1% | -4.7% | +32.7% | +29.0% |
| 1Y | +53.0% | +5.2% | +47.7% | +47.4% |
| 3Y | +97.9% | +66.5% | +31.4% | +49.5% |
| 5Y | +112.0% | +0.2% | +111.7% | +91.3% |
| 10Y | +303.0% | +180.8% | +122.2% | +114.3% |
| All | +303.0% | +178.4% | +124.6% | +114.3% |
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