+52.7%
ROST vs S
+36.5%
+16.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +6.2% |
| 7D | +7.8% | -8.2% | +16.0% | +7.5% |
| 30D | +8.6% | -7.6% | +16.2% | +8.4% |
| 3M | -1.9% | +12.0% | -13.9% | -1.3% |
| 6M | +9.1% | +50.6% | -41.4% | +10.8% |
| YTD | +37.2% | +56.6% | -19.4% | +39.2% |
| 1Y | +52.7% | +39.2% | +13.5% | +55.8% |
| All | +52.7% | +36.5% | +16.2% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling