+308.5%
ROST vs STZ
-13.0%
+321.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -2.0% |
| 7D | -2.2% | -6.0% | +3.8% | +0.3% |
| 30D | -11.4% | -8.9% | -2.6% | -7.9% |
| 3M | -1.6% | -12.6% | +10.9% | +3.8% |
| 6M | +6.8% | -17.2% | +24.0% | +14.7% |
| YTD | +25.8% | -10.0% | +35.8% | +28.7% |
| 1Y | +52.4% | -14.3% | +66.7% | +58.8% |
| 3Y | +94.4% | -49.9% | +144.3% | +155.3% |
| 5Y | +108.2% | -38.2% | +146.4% | +142.0% |
| 10Y | +308.5% | -12.0% | +320.5% | +286.5% |
| All | +308.5% | -13.0% | +321.5% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling