+95.0%
ROST vs EXE
+21.0%
+74.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.4% |
| 7D | +0.3% | +5.3% | -5.1% | 0.0% |
| 30D | +0.5% | -2.2% | +2.7% | +0.5% |
| 3M | -5.2% | -5.9% | +0.6% | -5.1% |
| 6M | +9.8% | -5.7% | +15.5% | +10.0% |
| YTD | +29.4% | -17.8% | +47.2% | +30.3% |
| 1Y | +44.4% | -23.1% | +67.5% | +46.1% |
| 3Y | +95.0% | +21.2% | +73.8% | +87.5% |
| All | +95.0% | +21.0% | +74.0% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling