+112.3%
ROST vs RACE
+93.6%
+18.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | +0.9% | -2.5% | +3.5% | +1.7% |
| 30D | -8.9% | +0.8% | -9.7% | -9.2% |
| 3M | -0.8% | +17.2% | -18.0% | -6.4% |
| 6M | +8.5% | +13.6% | -5.1% | +3.0% |
| YTD | +28.6% | +12.2% | +16.4% | +22.1% |
| 1Y | +52.3% | -16.3% | +68.6% | +60.3% |
| 3Y | +94.8% | +36.4% | +58.4% | +54.9% |
| All | +112.3% | +93.6% | +18.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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