+64,001.2%
ROST vs STRL
+19,359.6%
+44,641.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.7% |
| 7D | +0.9% | +3.4% | -2.5% | +0.8% |
| 30D | -8.9% | -9.2% | +0.3% | -8.6% |
| 3M | -0.8% | -51.0% | +50.2% | +2.1% |
| 6M | +8.5% | +15.8% | -7.3% | +6.3% |
| YTD | +28.6% | +58.9% | -30.3% | +24.0% |
| 1Y | +52.3% | +68.5% | -16.2% | +46.0% |
| 3Y | +94.8% | +485.2% | -390.4% | +73.9% |
| 5Y | +110.8% | +2,005.1% | -1,894.3% | +76.9% |
| 10Y | +304.5% | +7,118.0% | -6,813.4% | +221.4% |
| All | +64,001.2% | +19,359.6% | +44,641.6% | +48,279.5% |
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