+103.1%
ROST vs RF
+118.1%
-15.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | +6.8% | +4.6% | +2.2% | +5.7% |
| 3M | -4.0% | -8.4% | +4.4% | -2.0% |
| 6M | +12.9% | +8.9% | +4.0% | +10.5% |
| YTD | +34.7% | +8.8% | +25.9% | +31.4% |
| 1Y | +49.5% | +18.9% | +30.6% | +42.9% |
| All | +103.1% | +118.1% | -15.1% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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