+439.0%
ROST vs P
+469.1%
-30.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.4% |
| 7D | +1.2% | -23.8% | +25.0% | +5.5% |
| 30D | +2.5% | -36.6% | +39.1% | +9.7% |
| 3M | -9.0% | +10.9% | -19.8% | -12.4% |
| 6M | +1.3% | +30.0% | -28.6% | -6.6% |
| YTD | +29.1% | +44.4% | -15.3% | +15.4% |
| 1Y | +45.4% | +3.9% | +41.5% | +36.5% |
| 3Y | +94.9% | +176.6% | -81.7% | +38.6% |
| 5Y | +104.0% | +249.3% | -145.3% | +33.7% |
| 10Y | +314.8% | +726.9% | -412.1% | +131.3% |
| All | +439.0% | +469.1% | -30.1% | +185.7% |
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