+48.8%
ROST vs M
+26.3%
+22.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +3.2% | +5.0% | -1.9% | +1.9% |
| 30D | +7.4% | +10.6% | -3.2% | +4.7% |
| 3M | -6.1% | +1.6% | -7.6% | -6.8% |
| 6M | +6.2% | +30.8% | -24.6% | -1.8% |
| YTD | +33.4% | +16.9% | +16.5% | +24.7% |
| 1Y | +48.8% | +26.3% | +22.5% | +34.7% |
| All | +48.8% | +26.3% | +22.5% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling