+95.0%
ROST vs PL
+536.4%
-441.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | +0.3% | +10.0% | -9.8% | -0.2% |
| 30D | +0.5% | -2.3% | +2.7% | +0.4% |
| 3M | -5.2% | -44.2% | +39.0% | -2.8% |
| 6M | +9.8% | -66.1% | +75.9% | +15.0% |
| YTD | +29.4% | -30.0% | +59.4% | +28.3% |
| 1Y | +44.4% | +21.0% | +23.3% | +37.5% |
| 3Y | +95.0% | +516.5% | -421.5% | +52.7% |
| All | +95.0% | +536.4% | -441.4% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling