+105.8%
ROST vs MNDY
-51.7%
+157.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.1% | +7.7% | +0.4% |
| 7D | +0.2% | -13.3% | +13.5% | +1.6% |
| 30D | -10.0% | -10.2% | +0.2% | -9.3% |
| 3M | +1.2% | -0.1% | +1.3% | +0.7% |
| 6M | +8.9% | +6.3% | +2.6% | +6.9% |
| YTD | +28.1% | -43.3% | +71.4% | +33.8% |
| 1Y | +53.0% | -56.1% | +109.1% | +63.8% |
| 3Y | +97.9% | -51.1% | +149.0% | +99.8% |
| 5Y | +112.0% | -78.5% | +190.5% | +105.8% |
| All | +105.8% | -51.7% | +157.5% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling