+347.7%
ROST vs PR
+169.5%
+178.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.9% | +2.9% | -2.0% | +0.7% |
| 30D | -8.9% | +18.0% | -26.9% | -10.2% |
| 3M | -0.8% | +16.9% | -17.7% | -2.3% |
| 6M | +8.5% | +28.2% | -19.7% | +5.8% |
| YTD | +28.6% | +69.3% | -40.7% | +22.4% |
| 1Y | +52.3% | +69.5% | -17.2% | +44.8% |
| 3Y | +94.8% | +81.7% | +13.2% | +82.2% |
| 5Y | +110.8% | +422.2% | -311.5% | +77.2% |
| 10Y | +304.5% | +110.4% | +194.2% | +239.7% |
| All | +347.7% | +169.5% | +178.2% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling