+301.5%
ROST vs P
+652.0%
-350.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.0% |
| 7D | +0.3% | +11.6% | -11.4% | -1.9% |
| 30D | +0.5% | -23.7% | +24.2% | +4.9% |
| 3M | -5.2% | -8.0% | +2.7% | -5.5% |
| 6M | +9.8% | +27.9% | -18.1% | +0.8% |
| YTD | +29.4% | +61.2% | -31.8% | +11.3% |
| 1Y | +44.4% | +28.6% | +15.7% | +28.3% |
| 3Y | +95.0% | +200.5% | -105.5% | +28.0% |
| 5Y | +111.9% | +282.9% | -171.1% | +25.0% |
| All | +301.5% | +652.0% | -350.5% | +90.9% |
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