+301.5%
ROST vs EXPD
+335.0%
-33.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +0.3% | +5.5% | -5.3% | -2.0% |
| 30D | +0.5% | -0.8% | +1.3% | +0.7% |
| 3M | -5.2% | +4.1% | -9.4% | -7.2% |
| 6M | +9.8% | +25.7% | -15.8% | -1.6% |
| YTD | +29.4% | +31.4% | -2.0% | +11.7% |
| 1Y | +44.4% | +42.2% | +2.2% | +19.9% |
| 3Y | +95.0% | +77.2% | +17.8% | +41.2% |
| 5Y | +111.9% | +61.0% | +50.9% | +57.2% |
| All | +301.5% | +335.0% | -33.5% | +86.1% |
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