+105.8%
ROST vs S
-67.4%
+173.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | +1.2% | -13.4% | +14.7% | +2.9% |
| 30D | +2.5% | -14.0% | +16.5% | +4.0% |
| 3M | -9.0% | +4.9% | -13.8% | -10.2% |
| 6M | +1.3% | +42.0% | -40.7% | -4.4% |
| YTD | +29.1% | +45.1% | -16.1% | +20.6% |
| 1Y | +45.4% | +33.1% | +12.4% | +37.2% |
| 3Y | +94.9% | +40.6% | +54.2% | +75.2% |
| All | +105.8% | -67.4% | +173.2% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling