+59,252.9%
ROST vs ARWR
-97.0%
+59,349.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.9% | +1.7% | -0.7% | +0.9% |
| 30D | -8.9% | -0.7% | -8.2% | -8.9% |
| 3M | -0.8% | +14.9% | -15.7% | -0.9% |
| 6M | +8.5% | +32.6% | -24.1% | +8.4% |
| YTD | +28.6% | +30.0% | -1.5% | +28.5% |
| 1Y | +52.3% | +208.4% | -156.0% | +51.8% |
| 3Y | +94.8% | +208.8% | -114.0% | +93.9% |
| 5Y | +110.8% | +27.8% | +82.9% | +110.0% |
| 10Y | +304.5% | +1,107.6% | -803.0% | +302.5% |
| All | +59,252.9% | -97.0% | +59,349.9% | +71,580.9% |
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