+316.4%
ROST vs PR
+65.1%
+251.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +3.2% | -9.5% | +12.7% | +4.0% |
| 30D | +7.4% | -5.7% | +13.1% | +7.8% |
| 3M | -6.1% | +3.0% | -9.0% | -6.5% |
| 6M | +6.2% | +11.8% | -5.6% | +4.8% |
| YTD | +33.4% | +58.5% | -25.0% | +27.5% |
| 1Y | +48.8% | +69.9% | -21.1% | +41.2% |
| 3Y | +99.5% | +84.9% | +14.6% | +86.1% |
| 5Y | +112.7% | +246.4% | -133.8% | +84.1% |
| 10Y | +316.4% | +70.3% | +246.1% | +263.8% |
| All | +316.4% | +65.1% | +251.4% | +263.8% |
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