+98.3%
ROST vs PR
+61.1%
+37.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -3.9% |
| 7D | +1.3% | -16.5% | +17.8% | +2.6% |
| 30D | +4.9% | -4.5% | +9.4% | +5.0% |
| 3M | -6.9% | +8.5% | -15.5% | -8.2% |
| 6M | +3.8% | -3.3% | +7.2% | +3.6% |
| YTD | +31.4% | +55.7% | -24.3% | +22.6% |
| 1Y | +46.2% | +82.0% | -35.8% | +33.3% |
| All | +98.3% | +61.1% | +37.2% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling