+111.1%
ROST vs RUN
-81.3%
+192.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | -2.5% | -3.4% | +0.9% | -2.2% |
| 30D | -10.3% | -14.0% | +3.7% | -9.3% |
| 3M | -2.6% | -27.5% | +24.9% | -0.5% |
| 6M | +6.5% | -29.0% | +35.5% | +8.5% |
| YTD | +25.9% | -53.1% | +79.0% | +30.9% |
| 1Y | +52.3% | -46.7% | +99.1% | +55.7% |
| 3Y | +94.6% | -38.3% | +132.9% | +76.2% |
| 5Y | +111.1% | -80.7% | +191.8% | +93.2% |
| All | +111.1% | -81.3% | +192.4% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling