+98.6%
ROST vs STRL
+509.6%
-411.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.8% |
| 7D | +0.9% | +3.4% | -2.5% | +0.7% |
| 30D | -8.9% | -9.2% | +0.3% | -8.4% |
| 3M | -0.8% | -51.0% | +50.2% | +3.9% |
| 6M | +8.5% | +15.8% | -7.3% | +3.9% |
| YTD | +28.6% | +58.9% | -30.3% | +19.0% |
| 1Y | +52.3% | +68.5% | -16.2% | +38.8% |
| All | +98.6% | +509.6% | -411.0% | +49.6% |
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 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