+104.6%
ROST vs STLA
-70.3%
+175.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +1.2% | -4.5% | +5.8% | +2.3% |
| 30D | +2.5% | -3.9% | +6.4% | +3.1% |
| 3M | -9.0% | -20.2% | +11.2% | -4.7% |
| 6M | +1.3% | -42.2% | +43.5% | +13.8% |
| YTD | +29.1% | -59.3% | +88.4% | +55.3% |
| 1Y | +45.4% | -56.1% | +101.5% | +71.0% |
| 3Y | +94.9% | -73.7% | +168.5% | +152.3% |
| All | +104.6% | -70.3% | +175.0% | +138.7% |
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