+71,068.6%
ROST vs COO
+5,356.1%
+65,712.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.6% |
| 7D | +1.2% | +4.7% | -3.5% | +0.8% |
| 30D | +2.5% | +13.9% | -11.4% | +1.2% |
| 3M | -9.0% | -14.9% | +6.0% | -7.7% |
| 6M | +1.3% | +2.0% | -0.7% | +0.9% |
| YTD | +29.1% | -23.9% | +53.0% | +32.1% |
| 1Y | +45.4% | -9.6% | +55.0% | +46.3% |
| 3Y | +94.9% | -25.4% | +120.3% | +98.5% |
| 5Y | +104.0% | -41.2% | +145.2% | +111.9% |
| 10Y | +314.8% | +42.1% | +272.7% | +302.0% |
| All | +71,068.6% | +5,356.1% | +65,712.5% | +50,734.5% |
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 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