+112.0%
ROST vs EXPE
+89.5%
+22.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.9% | +7.5% | +1.3% |
| 7D | +0.2% | -9.8% | +10.0% | +2.4% |
| 30D | -10.0% | -11.5% | +1.5% | -7.7% |
| 3M | +1.2% | +21.7% | -20.5% | -3.7% |
| 6M | +8.9% | +10.4% | -1.4% | +5.4% |
| YTD | +28.1% | -2.5% | +30.6% | +26.4% |
| 1Y | +53.0% | +27.3% | +25.6% | +40.2% |
| 3Y | +97.9% | +153.5% | -55.7% | +43.7% |
| 5Y | +112.0% | +91.1% | +20.9% | +58.7% |
| All | +112.0% | +89.5% | +22.5% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling