+98.6%
ROST vs M
+123.1%
-24.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | +0.9% | +4.7% | -3.8% | +0.1% |
| 30D | -8.9% | -9.6% | +0.7% | -7.2% |
| 3M | -0.8% | +0.9% | -1.7% | -1.3% |
| 6M | +8.5% | +22.3% | -13.8% | +3.9% |
| YTD | +28.6% | +6.5% | +22.1% | +25.8% |
| 1Y | +52.3% | +38.8% | +13.6% | +41.9% |
| All | +98.6% | +123.1% | -24.5% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling