+120.7%
ROST vs COMP
-14.2%
+134.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.7% |
| 7D | -1.8% | +2.2% | -4.0% | -2.1% |
| 30D | +6.8% | +16.3% | -9.5% | +5.0% |
| 3M | -4.0% | -19.1% | +15.1% | -2.3% |
| 6M | +12.9% | +17.1% | -4.2% | +9.9% |
| YTD | +34.7% | -2.9% | +37.7% | +32.3% |
| 1Y | +49.5% | +8.8% | +40.7% | +44.9% |
| 3Y | +101.5% | +423.5% | -322.0% | +56.9% |
| 5Y | +120.7% | -10.5% | +131.2% | +109.4% |
| All | +120.7% | -14.2% | +134.9% | +109.4% |
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