+52.3%
ROST vs IT
-24.5%
+76.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.3% |
| 7D | +0.9% | -6.0% | +7.0% | +1.1% |
| 30D | -8.9% | 0.0% | -8.9% | -8.9% |
| 3M | -0.8% | +13.1% | -13.9% | -1.2% |
| 6M | +8.5% | +11.7% | -3.2% | +8.2% |
| YTD | +28.6% | -26.1% | +54.7% | +32.2% |
| 1Y | +52.3% | -21.3% | +73.6% | +54.8% |
| All | +52.3% | -24.5% | +76.8% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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