+12.9%
ROST vs IRE
-93.7%
+106.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.1% | -11.2% | +1.1% |
| 7D | -1.8% | -15.1% | +13.3% | -1.8% |
| 30D | +6.8% | -71.4% | +78.2% | +6.1% |
| 3M | -4.0% | -81.2% | +77.2% | -4.7% |
| 6M | +12.9% | -93.7% | +106.6% | +13.5% |
| All | +12.9% | -93.7% | +106.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 6mo: compounded portfolio wealth divided by compounded IRE 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…
6mo analysis · Full analysis span regression · 6 months rolling