+64,236.4%
ROST vs STRL
+10,012.8%
+54,223.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -1.9% |
| 7D | +1.2% | -26.9% | +28.1% | +2.5% |
| 30D | +2.5% | -52.7% | +55.1% | +5.8% |
| 3M | -9.0% | -52.8% | +43.9% | -6.2% |
| 6M | +1.3% | -71.5% | +72.8% | +6.4% |
| YTD | +29.1% | -17.4% | +46.5% | +27.8% |
| 1Y | +45.4% | -35.0% | +80.4% | +45.4% |
| 3Y | +94.9% | +239.2% | -144.4% | +77.8% |
| 5Y | +104.0% | +830.2% | -726.2% | +77.1% |
| 10Y | +314.8% | +3,574.7% | -3,259.9% | +238.8% |
| All | +64,236.4% | +10,012.8% | +54,223.6% | +49,758.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling