+97.9%
ROST vs EXEL
+160.6%
-62.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +0.2% | +1.4% | -1.1% | +0.1% |
| 30D | -10.0% | +6.7% | -16.6% | -10.6% |
| 3M | +1.2% | +11.5% | -10.2% | 0.0% |
| 6M | +8.9% | +38.8% | -29.9% | +5.2% |
| YTD | +28.1% | +31.6% | -3.5% | +24.2% |
| 1Y | +53.0% | +53.0% | -0.1% | +45.8% |
| 3Y | +97.9% | +160.8% | -63.0% | +76.0% |
| All | +97.9% | +160.6% | -62.7% | +76.0% |
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