+52.3%
ROST vs COO
-20.6%
+72.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.7% | +14.8% | +2.7% |
| 7D | -2.5% | -23.3% | +20.8% | +2.4% |
| 30D | -10.3% | -29.5% | +19.2% | -4.1% |
| 3M | -2.6% | -20.0% | +17.4% | +1.2% |
| 6M | +6.5% | -27.2% | +33.7% | +13.5% |
| YTD | +25.9% | -33.9% | +59.8% | +36.8% |
| 1Y | +52.3% | -19.9% | +72.3% | +54.8% |
| All | +52.3% | -20.6% | +72.9% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling