+317.8%
ROST vs EXPE
+121.2%
+196.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.3% |
| 7D | -1.8% | -17.8% | +15.9% | +3.8% |
| 30D | +6.8% | -3.2% | +10.1% | +7.4% |
| 3M | -4.0% | -19.0% | +15.0% | +1.2% |
| 6M | +12.9% | +17.7% | -4.8% | +5.5% |
| YTD | +34.7% | -7.8% | +42.5% | +33.0% |
| 1Y | +49.5% | -1.4% | +50.9% | +44.2% |
| 3Y | +101.5% | +121.9% | -20.5% | +38.9% |
| 5Y | +120.7% | +44.3% | +76.4% | +68.2% |
| 10Y | +317.8% | +125.4% | +192.4% | +109.8% |
| All | +317.8% | +121.2% | +196.6% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling