+302.7%
ROST vs CHD
+125.6%
+177.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -2.5% | -4.7% | +2.2% | -1.5% |
| 30D | -10.3% | -8.3% | -2.0% | -8.7% |
| 3M | -2.6% | -4.0% | +1.4% | -1.8% |
| 6M | +6.5% | -6.5% | +13.1% | +7.8% |
| YTD | +25.9% | +13.1% | +12.8% | +22.5% |
| 1Y | +52.3% | +2.3% | +50.0% | +51.0% |
| 3Y | +94.6% | +1.8% | +92.8% | +91.7% |
| 5Y | +111.1% | +20.6% | +90.5% | +98.5% |
| All | +302.7% | +125.6% | +177.1% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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