+97.5%
ROST vs STLA
-65.4%
+162.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -10.2% | -2.4% | -7.8% | -9.9% |
| 3M | +1.0% | -23.9% | +24.9% | +5.4% |
| 6M | +8.7% | -24.6% | +33.4% | +13.2% |
| YTD | +27.8% | -50.5% | +78.3% | +41.6% |
| 1Y | +52.7% | -39.8% | +92.5% | +61.8% |
| 3Y | +97.5% | -65.6% | +163.1% | +119.1% |
| All | +97.5% | -65.4% | +162.9% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling