+99.5%
ROST vs EXPE
+125.5%
-26.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.8% | -13.3% | +16.1% | +4.9% |
| 30D | +6.6% | -5.5% | +12.1% | +7.4% |
| 3M | -7.0% | -16.5% | +9.5% | -4.7% |
| 6M | +5.4% | +13.1% | -7.7% | +3.1% |
| YTD | +32.4% | -8.0% | +40.4% | +32.6% |
| 1Y | +48.4% | +1.1% | +47.3% | +45.9% |
| 3Y | +99.5% | +131.2% | -31.7% | +54.0% |
| All | +99.5% | +125.5% | -26.0% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling