+99.5%
ROST vs IT
-51.4%
+150.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | +0.3% |
| 7D | +0.2% | -9.1% | +9.4% | +1.1% |
| 30D | -10.0% | -7.0% | -3.0% | -9.5% |
| 3M | +1.2% | +7.6% | -6.4% | 0.0% |
| 6M | +8.9% | +2.1% | +6.8% | +8.0% |
| YTD | +28.1% | -31.6% | +59.7% | +34.6% |
| 1Y | +53.0% | -29.9% | +82.9% | +59.3% |
| All | +99.5% | -51.4% | +150.8% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling