+52.7%
ROST vs COMP
+23.8%
+28.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.7% | -1.6% | +5.6% |
| 7D | +7.8% | +9.5% | -1.7% | +7.1% |
| 30D | +8.6% | +8.1% | +0.5% | +7.9% |
| 3M | -1.9% | -16.3% | +14.4% | -1.1% |
| 6M | +9.1% | +42.2% | -33.1% | +5.2% |
| YTD | +37.2% | -5.0% | +42.3% | +33.8% |
| 1Y | +52.7% | +20.1% | +32.6% | +36.0% |
| All | +52.7% | +23.8% | +28.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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