+112.0%
ROST vs STZ
-36.5%
+148.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +1.3% |
| 7D | +0.2% | -7.4% | +7.6% | +2.5% |
| 30D | -10.0% | -10.9% | +0.9% | -6.8% |
| 3M | +1.2% | -13.4% | +14.7% | +5.5% |
| 6M | +8.9% | -16.2% | +25.1% | +14.1% |
| YTD | +28.1% | -10.4% | +38.5% | +29.8% |
| 1Y | +53.0% | -14.8% | +67.7% | +57.4% |
| 3Y | +97.9% | -50.1% | +148.0% | +148.4% |
| 5Y | +112.0% | -38.8% | +150.8% | +129.6% |
| All | +112.0% | -36.5% | +148.5% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling