+66.3%
ROST vs AS
+123.4%
-57.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | +0.3% | -4.9% | +5.1% | +1.1% |
| 30D | +0.5% | +3.9% | -3.4% | -0.1% |
| 3M | -5.2% | -9.6% | +4.4% | -3.7% |
| 6M | +9.8% | -8.7% | +18.5% | +11.3% |
| YTD | +29.4% | -19.8% | +49.2% | +33.2% |
| 1Y | +44.4% | -1.5% | +45.9% | +43.7% |
| All | +66.3% | +123.4% | -57.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling