+317.8%
ROST vs P
+686.0%
-368.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.5% | +0.1% |
| 7D | -1.8% | -4.7% | +2.9% | -1.2% |
| 30D | +6.8% | -31.4% | +38.3% | +13.7% |
| 3M | -4.0% | -2.6% | -1.4% | -5.4% |
| 6M | +12.9% | +21.9% | -9.0% | +4.6% |
| YTD | +34.7% | +58.9% | -24.2% | +16.2% |
| 1Y | +49.5% | +21.7% | +27.8% | +34.5% |
| 3Y | +101.5% | +193.3% | -91.8% | +33.1% |
| 5Y | +120.7% | +275.1% | -154.4% | +30.9% |
| 10Y | +317.8% | +655.3% | -337.5% | +96.9% |
| All | +317.8% | +686.0% | -368.1% | +96.9% |
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