+69,276.2%
ROST vs ITW
+9,371.1%
+59,905.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.0% |
| 7D | -2.2% | -1.9% | -0.3% | -1.4% |
| 30D | -11.4% | -10.4% | -1.1% | -6.9% |
| 3M | -1.6% | +3.5% | -5.2% | -3.5% |
| 6M | +6.8% | -3.4% | +10.2% | +8.1% |
| YTD | +25.8% | +8.5% | +17.3% | +20.4% |
| 1Y | +52.4% | +3.2% | +49.2% | +49.1% |
| 3Y | +94.4% | +18.9% | +75.5% | +76.6% |
| 5Y | +108.2% | +35.0% | +73.2% | +77.7% |
| 10Y | +308.5% | +188.6% | +119.9% | +150.8% |
| All | +69,276.2% | +9,371.1% | +59,905.1% | +10,016.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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