+94.9%
ROST vs PL
+455.3%
-360.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.1% | -2.2% |
| 7D | +1.2% | -6.8% | +8.1% | +1.5% |
| 30D | +2.5% | -29.3% | +31.8% | +4.0% |
| 3M | -9.0% | -44.8% | +35.8% | -6.6% |
| 6M | +1.3% | -68.4% | +69.7% | +6.4% |
| YTD | +29.1% | -36.4% | +65.4% | +28.6% |
| 1Y | +45.4% | +0.7% | +44.7% | +39.9% |
| 3Y | +94.9% | +455.3% | -360.5% | +52.7% |
| All | +94.9% | +455.3% | -360.5% | +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