+308.5%
ROST vs STRL
+7,055.3%
-6,746.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -2.2% | +8.2% | -10.4% | -3.6% |
| 30D | -11.4% | -6.3% | -5.1% | -10.7% |
| 3M | -1.6% | -41.2% | +39.6% | +5.9% |
| 6M | +6.8% | +20.4% | -13.5% | -3.5% |
| YTD | +25.8% | +61.7% | -35.9% | +6.1% |
| 1Y | +52.4% | +72.7% | -20.3% | +24.3% |
| 3Y | +94.4% | +530.9% | -436.6% | +8.0% |
| 5Y | +108.2% | +2,125.4% | -2,017.2% | -20.2% |
| 10Y | +308.5% | +7,301.3% | -6,992.9% | +23.3% |
| All | +308.5% | +7,055.3% | -6,746.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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