+302.2%
ROST vs P
+712.4%
-410.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | 0.0% | +7.8% | -7.8% | -1.5% |
| 30D | -10.2% | +12.3% | -22.5% | -12.8% |
| 3M | +1.0% | +37.1% | -36.1% | -6.6% |
| 6M | +8.7% | +66.1% | -57.3% | -4.6% |
| YTD | +27.8% | +50.9% | -23.1% | +13.3% |
| 1Y | +52.7% | +27.2% | +25.4% | +37.6% |
| 3Y | +97.5% | +158.7% | -61.2% | +37.2% |
| 5Y | +111.6% | +291.1% | -179.5% | +26.2% |
| 10Y | +302.2% | +715.0% | -412.8% | +92.3% |
| All | +302.2% | +712.4% | -410.2% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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