+100.7%
ROST vs MKTX
-25.3%
+126.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -6.9% | +0.7% | -7.6% | -6.9% |
| 3M | -3.3% | +40.8% | -44.1% | -3.8% |
| 6M | +9.0% | -8.0% | +17.0% | +8.5% |
| YTD | +28.9% | -8.7% | +37.6% | +28.1% |
| 1Y | +54.0% | -11.8% | +65.8% | +53.2% |
| 3Y | +100.7% | -24.0% | +124.8% | +96.8% |
| All | +100.7% | -25.3% | +126.0% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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