+315.5%
ROST vs EXPD
+334.2%
-18.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.4% |
| 7D | +2.8% | -5.5% | +8.2% | +5.2% |
| 30D | +6.6% | -1.9% | +8.4% | +7.3% |
| 3M | -7.0% | +6.1% | -13.1% | -9.7% |
| 6M | +5.4% | +21.6% | -16.3% | -4.2% |
| YTD | +32.4% | +27.9% | +4.5% | +15.6% |
| 1Y | +48.4% | +39.4% | +9.0% | +24.3% |
| 3Y | +99.5% | +72.7% | +26.8% | +46.1% |
| 5Y | +109.9% | +60.3% | +49.6% | +55.5% |
| 10Y | +315.5% | +332.6% | -17.0% | +96.1% |
| All | +315.5% | +334.2% | -18.6% | +96.1% |
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