+316.4%
ROST vs STLA
+12.4%
+304.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.9% |
| 7D | +3.2% | -4.9% | +8.1% | +4.7% |
| 30D | +7.4% | -4.9% | +12.3% | +8.5% |
| 3M | -6.1% | -23.7% | +17.6% | +0.6% |
| 6M | +6.2% | -45.0% | +51.2% | +24.3% |
| YTD | +33.4% | -60.9% | +94.3% | +69.3% |
| 1Y | +48.8% | -58.9% | +107.7% | +85.3% |
| 3Y | +99.5% | -74.4% | +174.0% | +174.2% |
| 5Y | +112.7% | -71.5% | +184.2% | +171.0% |
| 10Y | +316.4% | +5.3% | +311.2% | +295.2% |
| All | +316.4% | +12.4% | +304.1% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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