+111.6%
ROST vs ARWR
+29.5%
+82.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | 0.0% | +2.9% | -2.8% | -0.3% |
| 30D | -10.2% | -2.9% | -7.3% | -9.9% |
| 3M | +1.0% | +15.2% | -14.2% | -1.3% |
| 6M | +8.7% | +42.3% | -33.5% | +2.8% |
| YTD | +27.8% | +28.2% | -0.4% | +22.1% |
| 1Y | +52.7% | +213.2% | -160.6% | +27.3% |
| 3Y | +97.5% | +184.6% | -87.2% | +56.0% |
| 5Y | +111.6% | +29.2% | +82.3% | +80.8% |
| All | +111.6% | +29.5% | +82.0% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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