+315.5%
ROST vs P
+748.5%
-433.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | +1.4% |
| 7D | +2.8% | -9.6% | +12.4% | +4.4% |
| 30D | +6.6% | -33.4% | +40.0% | +14.1% |
| 3M | -7.0% | +14.2% | -21.2% | -11.5% |
| 6M | +5.4% | +31.6% | -26.2% | -4.2% |
| YTD | +32.4% | +53.5% | -21.1% | +15.0% |
| 1Y | +48.4% | +14.2% | +34.2% | +35.3% |
| 3Y | +99.5% | +190.5% | -91.0% | +31.8% |
| 5Y | +109.9% | +256.3% | -146.5% | +26.1% |
| 10Y | +315.5% | +707.9% | -392.3% | +95.6% |
| All | +315.5% | +748.5% | -433.0% | +95.6% |
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