+82.6%
ROST vs AUR
-35.0%
+117.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -2.2% | +11.1% | -13.3% | -2.9% |
| 30D | -11.4% | -6.9% | -4.6% | -11.1% |
| 3M | -1.6% | +5.5% | -7.2% | -2.3% |
| 6M | +6.8% | +41.0% | -34.2% | +3.4% |
| YTD | +25.8% | +69.3% | -43.5% | +19.9% |
| 1Y | +52.4% | +14.0% | +38.4% | +48.8% |
| 3Y | +94.4% | +90.1% | +4.3% | +72.3% |
| 5Y | +108.2% | -34.4% | +142.6% | +73.2% |
| All | +82.6% | -35.0% | +117.6% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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