+111.6%
ROST vs COO
-39.5%
+151.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.8% |
| 30D | -10.2% | -8.8% | -1.3% | -7.5% |
| 3M | +1.0% | +1.3% | -0.3% | +0.2% |
| 6M | +8.7% | -11.6% | +20.3% | +12.6% |
| YTD | +27.8% | -17.4% | +45.2% | +35.2% |
| 1Y | +52.7% | -1.6% | +54.3% | +51.5% |
| 3Y | +97.5% | -22.6% | +120.1% | +105.8% |
| 5Y | +111.6% | -40.3% | +151.9% | +140.2% |
| All | +111.6% | -39.5% | +151.1% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling