+112.0%
ROST vs EXE
+106.6%
+5.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | -10.0% | +6.4% | -16.4% | -10.6% |
| 3M | +1.2% | +9.2% | -8.0% | +0.1% |
| 6M | +8.9% | -7.0% | +15.9% | +9.6% |
| YTD | +28.1% | -9.5% | +37.5% | +29.0% |
| 1Y | +53.0% | +6.2% | +46.7% | +50.6% |
| 3Y | +97.9% | +20.7% | +77.1% | +88.9% |
| 5Y | +112.0% | +103.6% | +8.3% | +80.6% |
| All | +112.0% | +106.6% | +5.4% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling