+99.5%
ROST vs COMP
+431.5%
-332.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +2.1% |
| 7D | +2.8% | +14.5% | -11.8% | +1.7% |
| 30D | +6.6% | +14.9% | -8.3% | +5.3% |
| 3M | -7.0% | -14.2% | +7.3% | -6.2% |
| 6M | +5.4% | +23.7% | -18.4% | +2.9% |
| YTD | +32.4% | +2.1% | +30.3% | +30.0% |
| 1Y | +48.4% | +26.2% | +22.2% | +43.0% |
| 3Y | +99.5% | +470.9% | -371.4% | +71.3% |
| All | +99.5% | +431.5% | -332.1% | +71.3% |
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