+96.0%
ROST vs RUN
-37.3%
+133.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.5% |
| 7D | -2.2% | -1.8% | -0.4% | -2.1% |
| 30D | -11.4% | -10.8% | -0.6% | -11.0% |
| 3M | -1.6% | -30.2% | +28.5% | -0.1% |
| 6M | +6.8% | -22.3% | +29.2% | +7.7% |
| YTD | +25.8% | -52.2% | +78.0% | +28.8% |
| 1Y | +52.4% | -45.1% | +97.5% | +54.3% |
| All | +96.0% | -37.3% | +133.2% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling