+112.7%
ROST vs PL
+36.0%
+76.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +3.2% | +5.6% | -2.5% | +2.6% |
| 30D | +7.4% | -16.9% | +24.4% | +8.6% |
| 3M | -6.1% | -38.2% | +32.2% | -3.0% |
| 6M | +6.2% | -63.4% | +69.7% | +13.1% |
| YTD | +33.4% | -27.6% | +61.1% | +31.8% |
| 1Y | +48.8% | +6.6% | +42.2% | +40.8% |
| 3Y | +99.5% | +557.6% | -458.1% | +43.4% |
| 5Y | +112.7% | +39.5% | +73.2% | +62.4% |
| All | +112.7% | +36.0% | +76.6% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling