+99.4%
ROST vs EXE
+188.3%
-88.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.5% | -2.2% | -0.3% | -2.2% |
| 30D | -10.3% | -0.8% | -9.5% | -10.2% |
| 3M | -2.6% | +10.0% | -12.6% | -3.7% |
| 6M | +6.5% | -6.3% | +12.9% | +7.1% |
| YTD | +25.9% | -10.7% | +36.6% | +27.0% |
| 1Y | +52.3% | +2.7% | +49.7% | +50.7% |
| 3Y | +94.6% | +19.1% | +75.4% | +86.4% |
| 5Y | +111.1% | +105.4% | +5.7% | +83.8% |
| All | +99.4% | +188.3% | -88.9% | +68.8% |
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