+300.4%
ROST vs IR
+332.9%
-32.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.2% |
| 7D | +0.3% | +2.5% | -2.3% | -0.8% |
| 30D | +0.5% | +9.2% | -8.7% | -3.5% |
| 3M | -5.2% | +0.9% | -6.2% | -6.1% |
| 6M | +9.8% | +19.2% | -9.4% | +0.5% |
| YTD | +29.4% | +7.5% | +21.9% | +22.4% |
| 1Y | +44.4% | +11.7% | +32.6% | +34.2% |
| 3Y | +95.0% | +23.9% | +71.1% | +65.3% |
| 5Y | +111.9% | +46.4% | +65.5% | +62.2% |
| All | +300.4% | +332.9% | -32.5% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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