+94.9%
ROST vs AR
+19.9%
+74.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | +1.2% | -14.3% | +15.5% | +1.5% |
| 30D | +2.5% | +1.4% | +1.0% | +2.3% |
| 3M | -9.0% | +3.4% | -12.3% | -9.2% |
| 6M | +1.3% | -2.1% | +3.4% | +1.2% |
| YTD | +29.1% | +4.7% | +24.4% | +28.1% |
| 1Y | +45.4% | +10.6% | +34.9% | +43.8% |
| 3Y | +94.9% | +24.6% | +70.3% | +104.1% |
| All | +94.9% | +19.9% | +74.9% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling