+622.3%
ROST vs AR
-27.2%
+649.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.1% |
| 3M | -0.8% | +6.2% | -7.0% | -1.5% |
| 6M | +8.5% | +4.3% | +4.2% | +7.6% |
| YTD | +28.6% | +14.4% | +14.2% | +26.3% |
| 1Y | +52.3% | +21.3% | +31.0% | +48.4% |
| 3Y | +94.8% | +39.8% | +55.0% | +83.9% |
| 5Y | +110.8% | +142.1% | -31.3% | +85.1% |
| 10Y | +304.5% | +52.0% | +252.5% | +210.2% |
| All | +622.3% | -27.2% | +649.5% | +471.2% |
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