+289.3%
ROST vs IR
+274.4%
+15.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -0.9% |
| 7D | -2.2% | -1.9% | -0.3% | -1.4% |
| 30D | -11.4% | -15.0% | +3.6% | -5.1% |
| 3M | -1.6% | -0.4% | -1.2% | -2.2% |
| 6M | +6.8% | -15.0% | +21.9% | +13.1% |
| YTD | +25.8% | -7.1% | +32.9% | +27.2% |
| 1Y | +52.4% | -7.5% | +59.9% | +54.1% |
| 3Y | +94.4% | +6.3% | +88.1% | +76.4% |
| 5Y | +108.2% | +37.3% | +70.9% | +63.9% |
| All | +289.3% | +274.4% | +15.0% | +111.5% |
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