+302.7%
ROST vs STLA
+51.6%
+251.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.5% | -3.8% | +1.3% | -1.4% |
| 30D | -10.3% | -3.1% | -7.2% | -9.7% |
| 3M | -2.6% | -19.6% | +17.0% | +3.1% |
| 6M | +6.5% | -23.5% | +30.0% | +13.6% |
| YTD | +25.9% | -51.5% | +77.4% | +50.8% |
| 1Y | +52.3% | -39.7% | +92.0% | +68.6% |
| 3Y | +94.6% | -66.3% | +160.9% | +146.1% |
| 5Y | +111.1% | -63.1% | +174.2% | +149.9% |
| All | +302.7% | +51.6% | +251.1% | +252.1% |
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