+52.7%
ROST vs EXPE
+48.9%
+3.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +10.5% | -4.4% | +4.9% |
| 7D | +7.8% | +14.6% | -6.9% | +6.1% |
| 30D | +8.6% | +21.4% | -12.9% | +6.3% |
| 3M | -1.9% | +1.4% | -3.3% | -2.3% |
| 6M | +9.1% | +28.6% | -19.5% | +6.4% |
| YTD | +37.2% | +12.1% | +25.1% | +35.1% |
| 1Y | +52.7% | +50.0% | +2.7% | +44.4% |
| All | +52.7% | +48.9% | +3.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling