+103.6%
ROST vs EXE
+191.4%
-87.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -8.9% | +8.5% | -17.4% | -9.7% |
| 3M | -0.8% | +5.5% | -6.3% | -1.5% |
| 6M | +8.5% | -5.9% | +14.4% | +9.0% |
| YTD | +28.6% | -9.7% | +38.3% | +29.6% |
| 1Y | +52.3% | +3.6% | +48.8% | +50.6% |
| 3Y | +94.8% | +18.0% | +76.8% | +87.0% |
| 5Y | +110.8% | +109.4% | +1.3% | +83.2% |
| All | +103.6% | +191.4% | -87.7% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling