+316.4%
ROST vs COO
+38.3%
+278.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +3.2% | +4.5% | -1.3% | +1.5% |
| 30D | +7.4% | +16.9% | -9.5% | +1.0% |
| 3M | -6.1% | -16.7% | +10.7% | +0.3% |
| 6M | +6.2% | +5.9% | +0.3% | +2.0% |
| YTD | +33.4% | -22.4% | +55.9% | +45.4% |
| 1Y | +48.8% | -10.1% | +58.9% | +52.1% |
| 3Y | +99.5% | -22.8% | +122.3% | +107.4% |
| 5Y | +112.7% | -41.4% | +154.1% | +147.9% |
| 10Y | +316.4% | +41.3% | +275.2% | +263.3% |
| All | +316.4% | +38.3% | +278.1% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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