+308.5%
ROST vs COO
+36.7%
+271.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.2% | +4.5% | +0.8% |
| 7D | -2.2% | -9.0% | +6.7% | +1.5% |
| 30D | -11.4% | -16.8% | +5.4% | -4.7% |
| 3M | -1.6% | -7.5% | +5.9% | +1.0% |
| 6M | +6.8% | -16.3% | +23.1% | +13.9% |
| YTD | +25.8% | -22.5% | +48.4% | +38.2% |
| 1Y | +52.4% | -7.0% | +59.4% | +54.2% |
| 3Y | +94.4% | -27.5% | +121.8% | +109.5% |
| 5Y | +108.2% | -43.3% | +151.5% | +148.2% |
| 10Y | +308.5% | +37.6% | +270.9% | +260.5% |
| All | +308.5% | +36.7% | +271.8% | +260.5% |
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