+437.1%
ROST vs P
+485.4%
-48.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +0.9% | +6.5% | -5.6% | -0.2% |
| 30D | -8.9% | +18.8% | -27.7% | -12.2% |
| 3M | -0.8% | +26.7% | -27.6% | -6.2% |
| 6M | +8.5% | +62.2% | -53.7% | -2.9% |
| YTD | +28.6% | +48.5% | -19.9% | +16.1% |
| 1Y | +52.3% | +26.4% | +25.9% | +39.3% |
| 3Y | +94.8% | +159.4% | -64.6% | +42.8% |
| 5Y | +110.8% | +275.8% | -165.0% | +38.0% |
| 10Y | +304.5% | +732.0% | -427.5% | +127.7% |
| All | +437.1% | +485.4% | -48.3% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling