+112.3%
ROST vs STRL
+2,010.6%
-1,898.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.1% |
| 7D | +0.9% | +3.4% | -2.5% | +0.5% |
| 30D | -8.9% | -9.2% | +0.3% | -8.1% |
| 3M | -0.8% | -51.0% | +50.2% | +6.9% |
| 6M | +8.5% | +15.8% | -7.3% | +1.0% |
| YTD | +28.6% | +58.9% | -30.3% | +13.1% |
| 1Y | +52.3% | +68.5% | -16.2% | +30.5% |
| 3Y | +94.8% | +485.2% | -390.4% | +19.0% |
| All | +112.3% | +2,010.6% | -1,898.2% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling