+4,018.7%
ROST vs MKTX
+1,443.5%
+2,575.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -10.3% | +0.8% | -11.1% | -10.4% |
| 3M | -2.6% | +41.1% | -43.7% | -9.5% |
| 6M | +6.5% | -9.5% | +16.1% | +7.4% |
| YTD | +25.9% | -8.7% | +34.6% | +26.5% |
| 1Y | +52.3% | -10.0% | +62.3% | +53.1% |
| 3Y | +94.6% | -24.6% | +119.2% | +97.4% |
| 5Y | +111.1% | -60.3% | +171.4% | +138.5% |
| 10Y | +308.9% | +5.0% | +303.8% | +266.0% |
| All | +4,018.7% | +1,443.5% | +2,575.2% | +1,696.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling