+316.4%
ROST vs M
-3.0%
+319.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +3.2% | +5.0% | -1.9% | +1.8% |
| 30D | +7.4% | +10.6% | -3.2% | +4.4% |
| 3M | -6.1% | +1.6% | -7.6% | -6.7% |
| 6M | +6.2% | +30.8% | -24.6% | -2.2% |
| YTD | +33.4% | +16.9% | +16.5% | +25.9% |
| 1Y | +48.8% | +26.3% | +22.5% | +37.2% |
| 3Y | +99.5% | +158.6% | -59.1% | +40.6% |
| 5Y | +112.7% | +2.1% | +110.6% | +84.7% |
| 10Y | +316.4% | -4.3% | +320.8% | +168.5% |
| All | +316.4% | -3.0% | +319.5% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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