+4,383.1%
ROST vs EXPE
+729.3%
+3,653.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -1.8% | -17.8% | +15.9% | +2.9% |
| 30D | +6.8% | -3.2% | +10.1% | +7.3% |
| 3M | -4.0% | -19.0% | +15.0% | +0.4% |
| 6M | +12.9% | +17.7% | -4.8% | +6.8% |
| YTD | +34.7% | -7.8% | +42.5% | +33.4% |
| 1Y | +49.5% | -1.4% | +50.9% | +45.3% |
| 3Y | +101.5% | +121.9% | -20.5% | +51.7% |
| 5Y | +120.7% | +44.3% | +76.4% | +78.6% |
| 10Y | +317.8% | +125.4% | +192.4% | +178.3% |
| All | +4,383.1% | +729.3% | +3,653.8% | +1,567.3% |
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