+96.6%
ROST vs S
-56.8%
+153.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.9% | -7.7% | +8.6% | +1.8% |
| 30D | -8.9% | -5.3% | -3.6% | -8.5% |
| 3M | -0.8% | +20.3% | -21.1% | -3.5% |
| 6M | +8.5% | +47.4% | -38.9% | +2.4% |
| YTD | +28.6% | +32.5% | -3.9% | +22.6% |
| 1Y | +52.3% | +9.5% | +42.8% | +48.3% |
| 3Y | +94.8% | +15.5% | +79.3% | +82.2% |
| 5Y | +110.8% | -71.2% | +182.0% | +111.4% |
| All | +96.6% | -56.8% | +153.4% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling