+52.4%
ROST vs EXPE
+26.5%
+25.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -2.2% | -11.5% | +9.3% | -1.1% |
| 30D | -11.4% | -13.1% | +1.6% | -10.2% |
| 3M | -1.6% | +18.1% | -19.8% | -3.0% |
| 6M | +6.8% | +13.3% | -6.4% | +5.4% |
| YTD | +25.8% | -3.2% | +29.0% | +26.0% |
| 1Y | +52.4% | +26.1% | +26.3% | +47.8% |
| All | +52.4% | +26.5% | +25.9% | +47.8% |
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 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