+107.1%
ROST vs MNDY
-49.8%
+156.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.4% | +2.1% |
| 7D | +0.2% | -4.6% | +4.9% | +0.6% |
| 30D | -6.9% | +1.0% | -7.9% | -7.2% |
| 3M | -3.3% | +9.1% | -12.4% | -4.7% |
| 6M | +9.0% | +14.2% | -5.2% | +6.2% |
| YTD | +28.9% | -41.1% | +70.0% | +34.1% |
| 1Y | +54.0% | -54.7% | +108.7% | +64.4% |
| 3Y | +100.7% | -50.6% | +151.3% | +102.6% |
| 5Y | +116.0% | -76.7% | +192.7% | +109.1% |
| All | +107.1% | -49.8% | +156.9% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling