+73,196.1%
ROST vs IT
+6,296.6%
+66,899.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +0.5% | -1.8% | +2.3% | +0.5% |
| 3M | -5.2% | +4.8% | -10.1% | -7.0% |
| 6M | +9.8% | +33.0% | -23.2% | +0.5% |
| YTD | +29.4% | -23.8% | +53.2% | +32.1% |
| 1Y | +44.4% | -16.5% | +60.9% | +44.3% |
| 3Y | +95.0% | -53.6% | +148.6% | +117.8% |
| 5Y | +111.9% | -42.1% | +154.0% | +123.3% |
| 10Y | +301.2% | +90.1% | +211.1% | +223.9% |
| All | +73,196.1% | +6,296.6% | +66,899.5% | +29,857.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling