+94.5%
ROST vs COO
-25.2%
+119.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.4% |
| 7D | +1.2% | +4.7% | -3.5% | +0.4% |
| 30D | +2.5% | +13.9% | -11.4% | 0.0% |
| 3M | -9.0% | -14.9% | +6.0% | -6.2% |
| 6M | +1.3% | +2.0% | -0.7% | +0.2% |
| YTD | +29.1% | -23.9% | +53.0% | +35.6% |
| 1Y | +45.4% | -9.6% | +55.0% | +47.1% |
| All | +94.5% | -25.2% | +119.7% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling