+94.5%
ROST vs STRL
+280.2%
-185.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -1.9% |
| 7D | +1.2% | -26.9% | +28.1% | +2.6% |
| 30D | +2.5% | -52.7% | +55.1% | +6.6% |
| 3M | -9.0% | -52.8% | +43.9% | -5.5% |
| 6M | +1.3% | -71.5% | +72.8% | +8.4% |
| YTD | +29.1% | -17.4% | +46.5% | +23.0% |
| 1Y | +45.4% | -35.0% | +80.4% | +41.7% |
| All | +94.5% | +280.2% | -185.8% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling