+301.5%
ROST vs RUN
+68.6%
+232.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | +0.3% | -13.5% | +13.8% | +1.6% |
| 30D | +0.5% | +18.3% | -17.8% | -1.7% |
| 3M | -5.2% | -12.5% | +7.2% | -4.6% |
| 6M | +9.8% | -40.3% | +50.2% | +14.4% |
| YTD | +29.4% | -53.1% | +82.5% | +35.5% |
| 1Y | +44.4% | -54.3% | +98.6% | +51.2% |
| 3Y | +95.0% | -6.5% | +101.5% | +62.5% |
| 5Y | +111.9% | -85.3% | +197.1% | +112.0% |
| All | +301.5% | +68.6% | +232.9% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling