+315.5%
ROST vs PR
+66.7%
+248.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.6% | +2.6% |
| 7D | +2.8% | -12.4% | +15.2% | +3.9% |
| 30D | +6.6% | -6.6% | +13.1% | +7.0% |
| 3M | -7.0% | +7.5% | -14.5% | -7.8% |
| 6M | +5.4% | +10.8% | -5.4% | +4.0% |
| YTD | +32.4% | +57.0% | -24.7% | +26.5% |
| 1Y | +48.4% | +67.9% | -19.6% | +40.9% |
| 3Y | +99.5% | +87.6% | +11.9% | +85.8% |
| 5Y | +109.9% | +220.4% | -110.5% | +82.7% |
| 10Y | +315.5% | +64.8% | +250.7% | +261.9% |
| All | +315.5% | +66.7% | +248.8% | +261.9% |
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