+70,808.4%
ROST vs COO
+5,988.7%
+64,819.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +0.9% | -2.2% | +3.2% | +1.2% |
| 30D | -8.9% | -7.0% | -1.9% | -8.3% |
| 3M | -0.8% | +12.2% | -13.0% | -2.0% |
| 6M | +8.5% | -15.1% | +23.6% | +10.1% |
| YTD | +28.6% | -15.1% | +43.7% | +30.4% |
| 1Y | +52.3% | +2.3% | +50.0% | +51.6% |
| 3Y | +94.8% | -23.7% | +118.5% | +98.2% |
| 5Y | +110.8% | -38.9% | +149.7% | +118.3% |
| 10Y | +304.5% | +49.9% | +254.6% | +290.0% |
| All | +70,808.4% | +5,988.7% | +64,819.7% | +50,092.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling