+46.9%
ROST vs AR
+10.2%
+36.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.6% |
| 7D | +0.9% | +6.4% | -5.6% | +1.4% |
| 30D | +5.1% | +3.1% | +2.0% | +5.2% |
| 3M | -4.3% | +3.3% | -7.5% | -4.1% |
| 6M | +9.4% | +6.6% | +2.9% | +10.0% |
| YTD | +32.5% | +12.3% | +20.2% | +32.6% |
| 1Y | +46.9% | +12.3% | +34.6% | +47.4% |
| All | +46.9% | +10.2% | +36.7% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling