+105.1%
ROST vs BOXX
+18.4%
+86.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.6% |
| 30D | -10.3% | +0.3% | -10.6% | -10.8% |
| 3M | -2.6% | +1.0% | -3.6% | -4.4% |
| 6M | +6.5% | +1.9% | +4.6% | +3.4% |
| YTD | +25.9% | +2.6% | +23.3% | +20.9% |
| 1Y | +52.3% | +4.0% | +48.3% | +43.2% |
| 3Y | +94.6% | +14.6% | +79.9% | +70.5% |
| All | +105.1% | +18.4% | +86.6% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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