+302.7%
ROST vs IT
+92.9%
+209.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -2.5% | -12.7% | +10.2% | +1.8% |
| 30D | -10.3% | -8.9% | -1.4% | -7.9% |
| 3M | -2.6% | +10.1% | -12.7% | -8.0% |
| 6M | +6.5% | +7.3% | -0.7% | 0.0% |
| YTD | +25.9% | -32.4% | +58.3% | +38.7% |
| 1Y | +52.3% | -26.6% | +79.0% | +60.8% |
| 3Y | +94.6% | -51.8% | +146.4% | +132.2% |
| 5Y | +111.1% | -45.6% | +156.7% | +131.2% |
| All | +302.7% | +92.9% | +209.8% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling