+297.9%
ROST vs IR
+288.5%
+9.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.0% |
| 7D | +0.9% | -2.8% | +3.8% | +2.1% |
| 30D | -8.9% | -15.1% | +6.2% | -2.3% |
| 3M | -0.8% | +6.1% | -6.9% | -4.1% |
| 6M | +8.5% | -16.8% | +25.3% | +16.0% |
| YTD | +28.6% | -3.5% | +32.1% | +28.0% |
| 1Y | +52.3% | -3.5% | +55.8% | +51.1% |
| 3Y | +94.8% | +9.5% | +85.4% | +74.6% |
| 5Y | +110.8% | +45.1% | +65.7% | +61.9% |
| All | +297.9% | +288.5% | +9.4% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling