+114.6%
ROST vs AU
+686.2%
-571.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | +0.2% | -4.3% | +4.5% | +0.5% |
| 30D | -6.9% | +7.3% | -14.2% | -7.3% |
| 3M | -3.3% | +26.3% | -29.6% | -4.8% |
| 6M | +9.0% | +1.8% | +7.3% | +8.4% |
| YTD | +28.9% | +26.8% | +2.1% | +26.1% |
| 1Y | +54.0% | +66.7% | -12.7% | +47.8% |
| 3Y | +100.7% | +579.1% | -478.3% | +71.7% |
| All | +114.6% | +686.2% | -571.6% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling