+306.9%
ROST vs EXPD
+304.0%
+2.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.8% |
| 7D | +1.2% | -7.2% | +8.4% | +4.4% |
| 30D | +2.5% | -3.3% | +5.7% | +3.8% |
| 3M | -9.0% | +3.4% | -12.3% | -10.7% |
| 6M | +1.3% | +22.7% | -21.3% | -8.3% |
| YTD | +29.1% | +24.5% | +4.5% | +14.1% |
| 1Y | +45.4% | +38.6% | +6.8% | +22.0% |
| 3Y | +94.9% | +71.5% | +23.4% | +43.0% |
| 5Y | +104.0% | +56.2% | +47.7% | +52.9% |
| All | +306.9% | +304.0% | +2.9% | +94.6% |
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