+108.2%
ROST vs MET
+82.9%
+25.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -2.2% | -0.8% | -1.5% | -1.9% |
| 30D | -11.4% | -1.4% | -10.0% | -10.9% |
| 3M | -1.6% | +12.5% | -14.2% | -6.8% |
| 6M | +6.8% | +37.1% | -30.3% | -7.4% |
| YTD | +25.8% | +23.8% | +2.0% | +13.5% |
| 1Y | +52.4% | +24.1% | +28.3% | +36.9% |
| 3Y | +94.4% | +65.2% | +29.2% | +45.1% |
| 5Y | +108.2% | +82.3% | +26.0% | +46.2% |
| All | +108.2% | +82.9% | +25.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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