+52.7%
ROST vs PL
-0.6%
+53.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.4% | +12.5% | +6.1% |
| 7D | +7.8% | -11.7% | +19.5% | +7.9% |
| 30D | +8.6% | -27.1% | +35.7% | +8.9% |
| 3M | -1.9% | -44.6% | +42.7% | -1.3% |
| 6M | +9.1% | -67.2% | +76.3% | +10.9% |
| YTD | +37.2% | -35.9% | +73.1% | +37.4% |
| 1Y | +52.7% | -0.4% | +53.1% | +52.4% |
| All | +52.7% | -0.6% | +53.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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