+4,303.8%
ROST vs EXPE
+727.3%
+3,576.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.8% | -13.3% | +16.1% | +6.3% |
| 30D | +6.6% | -5.5% | +12.1% | +7.7% |
| 3M | -7.0% | -16.5% | +9.5% | -3.4% |
| 6M | +5.4% | +13.1% | -7.7% | +0.8% |
| YTD | +32.4% | -8.0% | +40.4% | +31.2% |
| 1Y | +48.4% | +1.1% | +47.3% | +43.3% |
| 3Y | +99.5% | +131.2% | -31.7% | +48.5% |
| 5Y | +109.9% | +39.8% | +70.1% | +71.3% |
| 10Y | +315.5% | +118.5% | +197.1% | +178.7% |
| All | +4,303.8% | +727.3% | +3,576.5% | +1,539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling