+92.1%
ROST vs PL
+84.9%
+7.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.3% |
| 7D | +0.9% | -9.3% | +10.2% | +1.7% |
| 30D | -8.9% | -18.9% | +10.0% | -7.5% |
| 3M | -0.8% | -58.4% | +57.6% | +5.4% |
| 6M | +8.5% | -30.3% | +38.8% | +8.9% |
| YTD | +28.6% | -8.1% | +36.7% | +25.3% |
| 1Y | +52.3% | +180.5% | -128.2% | +30.8% |
| 3Y | +94.8% | +444.1% | -349.3% | +45.3% |
| 5Y | +110.8% | +83.0% | +27.7% | +53.5% |
| All | +92.1% | +84.9% | +7.2% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling