+312.1%
ROST vs INDA
+84.7%
+227.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.4% | +1.8% |
| 7D | +0.2% | -2.7% | +2.9% | +1.8% |
| 30D | -6.9% | -2.8% | -4.1% | -5.3% |
| 3M | -3.3% | +1.6% | -4.9% | -4.3% |
| 6M | +9.0% | -1.4% | +10.5% | +9.8% |
| YTD | +28.9% | -10.1% | +39.0% | +36.8% |
| 1Y | +54.0% | -8.8% | +62.7% | +61.7% |
| 3Y | +100.7% | +7.6% | +93.1% | +88.7% |
| 5Y | +116.0% | +5.8% | +110.2% | +105.1% |
| All | +312.1% | +84.7% | +227.4% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling