+95.0%
ROST vs M
+158.0%
-63.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.6% |
| 7D | +0.3% | +7.0% | -6.8% | -1.1% |
| 30D | +0.5% | +8.9% | -8.4% | -1.2% |
| 3M | -5.2% | +4.5% | -9.7% | -6.2% |
| 6M | +9.8% | +36.2% | -26.4% | +3.0% |
| YTD | +29.4% | +15.1% | +14.3% | +24.6% |
| 1Y | +44.4% | +27.4% | +16.9% | +36.3% |
| 3Y | +95.0% | +160.1% | -65.1% | +59.5% |
| All | +95.0% | +158.0% | -63.0% | +59.5% |
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 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