+112.3%
ROST vs EXPD
+61.6%
+50.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.9% | -1.1% | +2.1% | +1.3% |
| 30D | -8.9% | +4.1% | -13.0% | -10.1% |
| 3M | -0.8% | +17.9% | -18.7% | -6.2% |
| 6M | +8.5% | +29.2% | -20.7% | -0.8% |
| YTD | +28.6% | +27.4% | +1.2% | +17.0% |
| 1Y | +52.3% | +56.8% | -4.5% | +27.8% |
| 3Y | +94.8% | +68.0% | +26.8% | +56.2% |
| All | +112.3% | +61.6% | +50.8% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling