+105.8%
ROST vs COMP
-17.6%
+123.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -2.8% |
| 7D | +1.2% | +13.4% | -12.2% | -0.1% |
| 30D | +2.5% | +11.1% | -8.6% | +1.2% |
| 3M | -9.0% | -18.8% | +9.9% | -7.4% |
| 6M | +1.3% | +10.5% | -9.2% | -0.7% |
| YTD | +29.1% | -3.4% | +32.5% | +26.9% |
| 1Y | +45.4% | +19.7% | +25.7% | +39.6% |
| 3Y | +94.9% | +381.6% | -286.8% | +53.1% |
| All | +105.8% | -17.6% | +123.4% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling