+99.7%
ROST vs EXEL
+234.5%
-134.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | +0.9% | +1.6% | -0.8% | +0.7% |
| 30D | +5.1% | +17.4% | -12.2% | +3.6% |
| 3M | -4.3% | +38.6% | -42.9% | -7.2% |
| 6M | +9.4% | +41.2% | -31.8% | +5.7% |
| YTD | +32.5% | +59.3% | -26.9% | +26.1% |
| 1Y | +46.9% | +60.2% | -13.3% | +39.7% |
| All | +99.7% | +234.5% | -134.8% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling