+94.9%
ROST vs COMP
+353.8%
-258.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -2.6% |
| 7D | +1.2% | +13.4% | -12.2% | +0.2% |
| 30D | +2.5% | +11.1% | -8.6% | +1.5% |
| 3M | -9.0% | -18.8% | +9.9% | -7.8% |
| 6M | +1.3% | +10.5% | -9.2% | -0.1% |
| YTD | +29.1% | -3.4% | +32.5% | +27.3% |
| 1Y | +45.4% | +19.7% | +25.7% | +40.7% |
| 3Y | +94.9% | +381.6% | -286.8% | +68.7% |
| All | +94.9% | +353.8% | -258.9% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling