+95.0%
ROST vs ROK
+63.3%
+31.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +0.3% | +7.1% | -6.8% | -1.1% |
| 30D | +0.5% | -5.0% | +5.4% | +1.3% |
| 3M | -5.2% | -9.4% | +4.1% | -3.7% |
| 6M | +9.8% | -11.0% | +20.8% | +11.6% |
| YTD | +29.4% | +4.4% | +24.9% | +26.5% |
| 1Y | +44.4% | +7.4% | +36.9% | +40.2% |
| 3Y | +95.0% | +61.0% | +34.0% | +68.2% |
| All | +95.0% | +63.3% | +31.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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