+97.5%
ROST vs EXPE
+162.6%
-65.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.9% | +7.3% | +0.6% |
| 7D | 0.0% | -9.8% | +9.8% | +1.5% |
| 30D | -10.2% | -11.5% | +1.3% | -8.6% |
| 3M | +1.0% | +21.7% | -20.7% | -2.2% |
| 6M | +8.7% | +10.4% | -1.6% | +6.5% |
| YTD | +27.8% | -2.5% | +30.4% | +27.0% |
| 1Y | +52.7% | +27.3% | +25.3% | +44.1% |
| 3Y | +97.5% | +153.5% | -56.0% | +66.7% |
| All | +97.5% | +162.6% | -65.2% | +66.7% |
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