+301.5%
ROST vs STZ
+13.4%
+288.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | +0.3% | +2.6% | -2.3% | -0.8% |
| 30D | +0.5% | +15.2% | -14.7% | -5.6% |
| 3M | -5.2% | +7.6% | -12.9% | -8.6% |
| 6M | +9.8% | +5.3% | +4.6% | +6.4% |
| YTD | +29.4% | +8.6% | +20.7% | +21.6% |
| 1Y | +44.4% | +15.6% | +28.8% | +31.4% |
| 3Y | +95.0% | -35.2% | +130.2% | +127.6% |
| 5Y | +111.9% | -29.1% | +140.9% | +132.7% |
| All | +301.5% | +13.4% | +288.1% | +244.8% |
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