+10,882.0%
ROST vs EXEL
+336.4%
+10,545.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +0.5% | +13.1% | -12.7% | -0.9% |
| 3M | -5.2% | +36.3% | -41.6% | -8.4% |
| 6M | +9.8% | +34.5% | -24.7% | +6.1% |
| YTD | +29.4% | +57.4% | -28.0% | +22.6% |
| 1Y | +44.4% | +62.9% | -18.6% | +36.2% |
| 3Y | +95.0% | +229.5% | -134.5% | +67.9% |
| 5Y | +111.9% | +281.2% | -169.4% | +78.2% |
| 10Y | +301.2% | +320.7% | -19.5% | +218.7% |
| All | +10,882.0% | +336.4% | +10,545.7% | +5,972.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling