+312.1%
ROST vs AU
+699.0%
-386.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | +0.2% | -4.3% | +4.5% | +0.4% |
| 30D | -6.9% | +7.3% | -14.2% | -7.1% |
| 3M | -3.3% | +26.3% | -29.6% | -4.3% |
| 6M | +9.0% | +1.8% | +7.3% | +8.6% |
| YTD | +28.9% | +26.8% | +2.1% | +27.2% |
| 1Y | +54.0% | +66.7% | -12.7% | +50.3% |
| 3Y | +100.7% | +579.1% | -478.3% | +84.7% |
| 5Y | +116.0% | +689.3% | -573.3% | +96.4% |
| All | +312.1% | +699.0% | -386.9% | +287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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