+112.3%
ROST vs IR
+45.6%
+66.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | +0.9% | -2.8% | +3.8% | +2.0% |
| 30D | -8.9% | -15.1% | +6.2% | -3.0% |
| 3M | -0.8% | +6.1% | -6.9% | -3.9% |
| 6M | +8.5% | -16.8% | +25.3% | +15.5% |
| YTD | +28.6% | -3.5% | +32.1% | +27.8% |
| 1Y | +52.3% | -3.5% | +55.8% | +51.0% |
| 3Y | +94.8% | +9.5% | +85.4% | +70.1% |
| All | +112.3% | +45.6% | +66.7% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling