+92.3%
ROST vs S
-57.7%
+150.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -2.2% | -1.2% | -1.0% | -2.1% |
| 30D | -11.4% | -12.6% | +1.1% | -10.3% |
| 3M | -1.6% | +27.6% | -29.2% | -4.9% |
| 6M | +6.8% | +35.5% | -28.6% | +1.9% |
| YTD | +25.8% | +29.6% | -3.8% | +20.3% |
| 1Y | +52.4% | +8.1% | +44.3% | +48.6% |
| 3Y | +94.4% | +14.8% | +79.6% | +81.8% |
| 5Y | +108.2% | -70.6% | +178.8% | +109.6% |
| All | +92.3% | -57.7% | +150.1% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling