+94.9%
ROST vs IP
+13.9%
+81.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +1.2% | -5.1% | +6.3% | +2.3% |
| 30D | +2.5% | +8.5% | -6.1% | +0.8% |
| 3M | -9.0% | -13.8% | +4.9% | -6.4% |
| 6M | +1.3% | +5.7% | -4.4% | -0.3% |
| YTD | +29.1% | -9.1% | +38.2% | +29.9% |
| 1Y | +45.4% | -0.8% | +46.2% | +43.7% |
| 3Y | +94.9% | +14.8% | +80.1% | +91.5% |
| All | +94.9% | +13.9% | +81.0% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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