+303.0%
ROST vs M
-6.4%
+309.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.3% |
| 7D | +0.2% | +2.4% | -2.1% | -0.4% |
| 30D | -10.0% | -11.6% | +1.6% | -7.0% |
| 3M | +1.2% | +1.6% | -0.4% | +0.3% |
| 6M | +8.9% | +25.2% | -16.3% | +1.7% |
| YTD | +28.1% | +3.8% | +24.3% | +25.1% |
| 1Y | +53.0% | +36.3% | +16.6% | +38.2% |
| 3Y | +97.9% | +116.3% | -18.5% | +46.4% |
| 5Y | +112.0% | +28.2% | +83.8% | +72.1% |
| 10Y | +303.0% | -3.4% | +306.3% | +162.8% |
| All | +303.0% | -6.4% | +309.3% | +162.8% |
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