+62,094.9%
ROST vs ARWR
-98.3%
+62,193.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +1.0% |
| 7D | -1.8% | -19.9% | +18.1% | -1.8% |
| 30D | +6.8% | -18.7% | +25.6% | +6.9% |
| 3M | -4.0% | -44.7% | +40.7% | -3.8% |
| 6M | +12.9% | -36.5% | +49.4% | +13.0% |
| YTD | +34.7% | -25.7% | +60.4% | +34.8% |
| 1Y | +49.5% | +18.9% | +30.6% | +49.4% |
| 3Y | +101.5% | +83.1% | +18.4% | +100.8% |
| 5Y | +120.7% | -34.9% | +155.5% | +120.3% |
| 10Y | +317.8% | +1,080.9% | -763.0% | +316.5% |
| All | +62,094.9% | -98.3% | +62,193.2% | +75,129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling