+303.0%
ROST vs AR
+45.1%
+257.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.2% | -1.8% | +2.1% | +0.4% |
| 30D | -10.0% | +12.6% | -22.6% | -11.1% |
| 3M | +1.2% | +10.0% | -8.8% | +0.1% |
| 6M | +8.9% | +0.6% | +8.3% | +8.4% |
| YTD | +28.1% | +13.4% | +14.7% | +25.6% |
| 1Y | +53.0% | +21.7% | +31.3% | +48.6% |
| 3Y | +97.9% | +45.8% | +52.0% | +84.7% |
| 5Y | +112.0% | +144.3% | -32.3% | +83.1% |
| 10Y | +303.0% | +41.8% | +261.2% | +226.0% |
| All | +303.0% | +45.1% | +257.8% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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