+111.6%
ROST vs STLA
-62.5%
+174.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -10.2% | -2.4% | -7.8% | -9.8% |
| 3M | +1.0% | -23.9% | +24.9% | +7.2% |
| 6M | +8.7% | -24.6% | +33.4% | +15.1% |
| YTD | +27.8% | -50.5% | +78.3% | +47.9% |
| 1Y | +52.7% | -39.8% | +92.5% | +65.9% |
| 3Y | +97.5% | -65.6% | +163.1% | +139.0% |
| 5Y | +111.6% | -62.1% | +173.7% | +134.1% |
| All | +111.6% | -62.5% | +174.1% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling