+316.4%
ROST vs EXPD
+329.8%
-13.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +3.2% | -7.4% | +10.6% | +6.5% |
| 30D | +7.4% | -2.1% | +9.5% | +8.3% |
| 3M | -6.1% | +5.7% | -11.7% | -8.7% |
| 6M | +6.2% | +21.4% | -15.1% | -3.3% |
| YTD | +33.4% | +27.6% | +5.8% | +16.7% |
| 1Y | +48.8% | +36.1% | +12.7% | +26.1% |
| 3Y | +99.5% | +69.9% | +29.7% | +47.4% |
| 5Y | +112.7% | +59.7% | +53.0% | +57.9% |
| 10Y | +316.4% | +323.0% | -6.6% | +95.2% |
| All | +316.4% | +329.8% | -13.4% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling