+96.1%
ROST vs INDA
+6.8%
+89.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.6% |
| 7D | -2.5% | -3.6% | +1.1% | -0.9% |
| 30D | -10.3% | -4.0% | -6.3% | -8.7% |
| 3M | -2.6% | +1.7% | -4.3% | -3.3% |
| 6M | +6.5% | -3.6% | +10.2% | +8.0% |
| YTD | +25.9% | -11.0% | +36.9% | +31.5% |
| 1Y | +52.3% | -9.5% | +61.8% | +57.7% |
| All | +96.1% | +6.8% | +89.3% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling