+104.0%
ROST vs S
-49.1%
+153.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +3.2% | +1.4% | +1.8% | +3.0% |
| 30D | +7.4% | -10.8% | +18.2% | +8.5% |
| 3M | -6.1% | +5.4% | -11.4% | -7.2% |
| 6M | +6.2% | +41.2% | -35.0% | +0.9% |
| YTD | +33.4% | +56.2% | -22.8% | +24.3% |
| 1Y | +48.8% | +36.3% | +12.5% | +40.8% |
| 3Y | +99.5% | +49.4% | +50.1% | +80.3% |
| 5Y | +112.7% | -66.9% | +179.5% | +110.4% |
| All | +104.0% | -49.1% | +153.1% | +103.3% |
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