+44.4%
ROST vs IR
+10.2%
+34.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | +0.3% | +2.5% | -2.3% | -0.4% |
| 30D | +0.5% | +9.2% | -8.7% | -1.7% |
| 3M | -5.2% | +0.9% | -6.2% | -5.5% |
| 6M | +9.8% | +19.2% | -9.4% | +3.8% |
| YTD | +29.4% | +7.5% | +21.9% | +20.7% |
| 1Y | +44.4% | +11.7% | +32.6% | +30.0% |
| All | +44.4% | +10.2% | +34.1% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling