+52.4%
ROST vs STRL
+72.5%
-20.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -2.2% | +8.2% | -10.4% | -2.5% |
| 30D | -11.4% | -6.3% | -5.1% | -11.3% |
| 3M | -1.6% | -41.2% | +39.6% | +0.3% |
| 6M | +6.8% | +20.4% | -13.5% | +3.6% |
| YTD | +25.8% | +61.7% | -35.9% | +20.2% |
| 1Y | +52.4% | +72.7% | -20.3% | +46.6% |
| All | +52.4% | +72.5% | -20.1% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling