+52.4%
ROST vs CAPR
+35.4%
+17.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.9% | -1.8% |
| 7D | -2.2% | -12.6% | +10.4% | -2.2% |
| 30D | -11.4% | +124.4% | -135.8% | -11.4% |
| 3M | -1.6% | -66.8% | +65.2% | -1.6% |
| 6M | +6.8% | -71.8% | +78.6% | +6.9% |
| YTD | +25.8% | -70.1% | +95.9% | +25.9% |
| 1Y | +52.4% | +33.3% | +19.1% | +51.4% |
| All | +52.4% | +35.4% | +17.0% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling