+4,178.3%
ROST vs EXPE
+851.4%
+3,326.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +0.9% | -9.5% | +10.5% | +3.4% |
| 30D | -8.9% | -6.6% | -2.3% | -7.5% |
| 3M | -0.8% | +31.4% | -32.2% | -8.0% |
| 6M | +8.5% | +35.2% | -26.7% | -0.9% |
| YTD | +28.6% | +5.8% | +22.8% | +23.8% |
| 1Y | +52.3% | +38.7% | +13.7% | +35.7% |
| 3Y | +94.8% | +175.8% | -80.9% | +38.9% |
| 5Y | +110.8% | +111.8% | -1.1% | +54.8% |
| 10Y | +304.5% | +179.7% | +124.8% | +157.5% |
| All | +4,178.3% | +851.4% | +3,326.8% | +1,447.6% |
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