+45,080.0%
ROST vs M
+401.4%
+44,678.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.3% |
| 7D | +1.2% | -4.3% | +5.5% | +2.7% |
| 30D | +2.5% | +1.3% | +1.2% | +1.9% |
| 3M | -9.0% | -7.4% | -1.6% | -7.0% |
| 6M | +1.3% | +18.3% | -17.0% | -5.2% |
| YTD | +29.1% | +7.6% | +21.5% | +23.5% |
| 1Y | +45.4% | +17.4% | +28.0% | +35.0% |
| 3Y | +94.9% | +108.4% | -13.5% | +37.3% |
| 5Y | +104.0% | -10.6% | +114.6% | +78.3% |
| 10Y | +314.8% | -3.2% | +318.0% | +175.7% |
| All | +45,080.0% | +401.4% | +44,678.6% | +9,543.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling