+112.3%
ROST vs PR
+433.6%
-321.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +0.9% | +2.9% | -2.0% | +0.5% |
| 30D | -8.9% | +18.0% | -26.9% | -11.0% |
| 3M | -0.8% | +16.9% | -17.7% | -3.2% |
| 6M | +8.5% | +28.2% | -19.7% | +4.1% |
| YTD | +28.6% | +69.3% | -40.7% | +18.2% |
| 1Y | +52.3% | +69.5% | -17.2% | +39.7% |
| 3Y | +94.8% | +81.7% | +13.2% | +73.0% |
| All | +112.3% | +433.6% | -321.3% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling