+105.8%
ROST vs M
-11.5%
+117.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.5% |
| 7D | +1.2% | -4.3% | +5.5% | +2.4% |
| 30D | +2.5% | +1.3% | +1.2% | +2.1% |
| 3M | -9.0% | -7.4% | -1.6% | -7.3% |
| 6M | +1.3% | +18.3% | -17.0% | -4.0% |
| YTD | +29.1% | +7.6% | +21.5% | +24.6% |
| 1Y | +45.4% | +17.4% | +28.0% | +36.8% |
| 3Y | +94.9% | +108.4% | -13.5% | +42.7% |
| All | +105.8% | -11.5% | +117.2% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling