+49.5%
ROST vs P
+17.1%
+32.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.5% | +0.8% |
| 7D | -1.8% | -4.7% | +2.9% | -1.7% |
| 30D | +6.8% | -31.4% | +38.3% | +7.7% |
| 3M | -4.0% | -2.6% | -1.4% | -4.6% |
| 6M | +12.9% | +21.9% | -9.0% | +10.7% |
| YTD | +34.7% | +58.9% | -24.2% | +30.8% |
| 1Y | +49.5% | +21.7% | +27.8% | +46.0% |
| All | +49.5% | +17.1% | +32.4% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling