+301.5%
ROST vs PR
+86.0%
+215.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.6% | -2.4% |
| 7D | +0.3% | +6.0% | -5.7% | -0.2% |
| 30D | +0.5% | -4.2% | +4.7% | +0.7% |
| 3M | -5.2% | +10.0% | -15.2% | -6.2% |
| 6M | +9.8% | +15.6% | -5.8% | +8.1% |
| YTD | +29.4% | +68.2% | -38.8% | +23.0% |
| 1Y | +44.4% | +79.2% | -34.8% | +36.4% |
| 3Y | +95.0% | +94.9% | +0.1% | +81.1% |
| 5Y | +111.9% | +272.8% | -160.9% | +82.3% |
| All | +301.5% | +86.0% | +215.5% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling