+111.6%
ROST vs S
-72.3%
+183.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | 0.0% | -5.8% | +5.8% | +0.7% |
| 30D | -10.2% | -9.2% | -0.9% | -9.3% |
| 3M | +1.0% | +23.4% | -22.3% | -2.2% |
| 6M | +8.7% | +36.9% | -28.2% | +3.2% |
| YTD | +27.8% | +29.5% | -1.7% | +21.8% |
| 1Y | +52.7% | +5.4% | +47.2% | +49.1% |
| 3Y | +97.5% | +14.7% | +82.8% | +83.5% |
| 5Y | +111.6% | -71.5% | +183.1% | +118.4% |
| All | +111.6% | -72.3% | +183.9% | +118.4% |
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