+108.2%
ROST vs EXEL
+194.6%
-86.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -11.4% | +10.1% | -21.6% | -12.7% |
| 3M | -1.6% | +10.1% | -11.7% | -3.2% |
| 6M | +6.8% | +37.7% | -30.8% | +1.4% |
| YTD | +25.8% | +33.1% | -7.3% | +19.8% |
| 1Y | +52.4% | +52.4% | 0.0% | +41.6% |
| 3Y | +94.4% | +163.8% | -69.4% | +58.7% |
| 5Y | +108.2% | +198.5% | -90.3% | +56.5% |
| All | +108.2% | +194.6% | -86.4% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling