+96.0%
ROST vs CHD
+1.8%
+94.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -2.2% | -4.2% | +1.9% | -1.5% |
| 30D | -11.4% | -7.6% | -3.9% | -10.3% |
| 3M | -1.6% | -1.6% | 0.0% | -1.3% |
| 6M | +6.8% | -6.3% | +13.1% | +7.8% |
| YTD | +25.8% | +14.6% | +11.2% | +22.8% |
| 1Y | +52.4% | +1.6% | +50.8% | +51.6% |
| All | +96.0% | +1.8% | +94.2% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling