+104.0%
ROST vs COMP
-52.0%
+156.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | +0.3% | 0.0% | +0.3% | +0.2% |
| 30D | +0.5% | +16.6% | -16.1% | -1.2% |
| 3M | -5.2% | -23.5% | +18.3% | -3.1% |
| 6M | +9.8% | +25.7% | -15.9% | +6.2% |
| YTD | +29.4% | -3.4% | +32.8% | +27.2% |
| 1Y | +44.4% | +7.6% | +36.8% | +40.1% |
| 3Y | +95.0% | +423.6% | -328.6% | +52.4% |
| 5Y | +111.9% | -10.6% | +122.5% | +89.0% |
| All | +104.0% | -52.0% | +156.0% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling