+52.3%
ROST vs EXEL
+50.0%
+2.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -2.5% | -2.9% | +0.4% | -2.2% |
| 30D | -10.3% | +11.9% | -22.2% | -11.1% |
| 3M | -2.6% | +9.2% | -11.8% | -3.4% |
| 6M | +6.5% | +39.1% | -32.6% | +3.3% |
| YTD | +25.9% | +31.0% | -5.1% | +22.4% |
| 1Y | +52.3% | +52.3% | 0.0% | +46.5% |
| All | +52.3% | +50.0% | +2.3% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling