+112.3%
ROST vs AR
+143.7%
-31.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +0.9% | +2.5% | -1.6% | +0.7% |
| 30D | -8.9% | +14.8% | -23.7% | -10.2% |
| 3M | -0.8% | +6.2% | -7.0% | -1.6% |
| 6M | +8.5% | +4.3% | +4.2% | +7.6% |
| YTD | +28.6% | +14.4% | +14.2% | +25.9% |
| 1Y | +52.3% | +21.3% | +31.0% | +47.7% |
| 3Y | +94.8% | +39.8% | +55.0% | +81.0% |
| All | +112.3% | +143.7% | -31.4% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling