+933.8%
ROST vs INDA
+121.8%
+812.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.3% | +1.1% | -0.8% | -0.2% |
| 30D | +0.5% | +9.4% | -8.9% | -3.6% |
| 3M | -5.2% | +2.9% | -8.2% | -6.5% |
| 6M | +9.8% | +7.2% | +2.6% | +6.3% |
| YTD | +29.4% | -4.8% | +34.2% | +32.1% |
| 1Y | +44.4% | -5.1% | +49.4% | +47.4% |
| 3Y | +95.0% | +16.7% | +78.3% | +79.8% |
| 5Y | +111.9% | +8.8% | +103.1% | +101.7% |
| 10Y | +301.2% | +116.2% | +185.0% | +190.0% |
| All | +933.8% | +121.8% | +812.0% | +622.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling