+109.8%
ROST vs EXE
+163.0%
-53.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +0.9% | +3.6% | -2.7% | +0.5% |
| 30D | +5.1% | -4.3% | +9.4% | +5.6% |
| 3M | -4.3% | -7.7% | +3.4% | -3.5% |
| 6M | +9.4% | -7.2% | +16.7% | +10.1% |
| YTD | +32.5% | -18.5% | +51.0% | +34.9% |
| 1Y | +46.9% | -24.4% | +71.2% | +50.9% |
| 3Y | +98.1% | +21.6% | +76.5% | +88.6% |
| 5Y | +116.9% | +77.3% | +39.6% | +91.8% |
| All | +109.8% | +163.0% | -53.2% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling