+624.9%
ROST vs AR
-33.4%
+658.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | +1.2% | -14.3% | +15.5% | +2.6% |
| 30D | +2.5% | +1.4% | +1.0% | +2.2% |
| 3M | -9.0% | +3.4% | -12.3% | -9.4% |
| 6M | +1.3% | -2.1% | +3.4% | +1.1% |
| YTD | +29.1% | +4.7% | +24.4% | +27.5% |
| 1Y | +45.4% | +10.6% | +34.9% | +42.8% |
| 3Y | +94.9% | +24.6% | +70.3% | +85.8% |
| 5Y | +104.0% | +71.9% | +32.1% | +84.8% |
| 10Y | +314.8% | +46.4% | +268.4% | +219.6% |
| All | +624.9% | -33.4% | +658.3% | +476.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling