+97.9%
ROST vs REPL
-24.7%
+122.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | +0.2% | -5.7% | +6.0% | +0.2% |
| 30D | -10.0% | +22.5% | -32.5% | -10.0% |
| 3M | +1.2% | +64.7% | -63.4% | +1.0% |
| 6M | +8.9% | +83.0% | -74.1% | +7.9% |
| YTD | +28.1% | +52.0% | -23.9% | +27.0% |
| 1Y | +53.0% | +144.5% | -91.6% | +50.8% |
| 3Y | +97.9% | -25.1% | +122.9% | +87.8% |
| All | +97.9% | -24.7% | +122.5% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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