+312.1%
ROST vs RUN
+42.2%
+269.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +0.2% | -3.7% | +3.9% | +0.6% |
| 30D | -6.9% | -13.0% | +6.1% | -5.6% |
| 3M | -3.3% | -31.8% | +28.5% | 0.0% |
| 6M | +9.0% | -32.2% | +41.3% | +12.3% |
| YTD | +28.9% | -53.5% | +82.3% | +35.8% |
| 1Y | +54.0% | -46.5% | +100.5% | +58.4% |
| 3Y | +100.7% | -37.6% | +138.3% | +76.9% |
| 5Y | +116.0% | -80.9% | +196.9% | +107.5% |
| All | +312.1% | +42.2% | +269.9% | +152.8% |
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