+95.0%
ROST vs STRL
+341.0%
-246.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -2.2% |
| 7D | +0.3% | +15.7% | -15.4% | -0.6% |
| 30D | +0.5% | -35.5% | +35.9% | +2.6% |
| 3M | -5.2% | -47.1% | +41.9% | -2.3% |
| 6M | +9.8% | -65.8% | +75.6% | +16.2% |
| YTD | +29.4% | -4.5% | +33.9% | +22.3% |
| 1Y | +44.4% | -10.5% | +54.8% | +37.0% |
| 3Y | +95.0% | +340.6% | -245.6% | +37.4% |
| All | +95.0% | +341.0% | -246.0% | +37.4% |
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