+51,594.4%
ROST vs STZ
+9,621.1%
+41,973.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +0.9% | -1.9% | +2.9% | +1.4% |
| 30D | -8.9% | -1.9% | -7.0% | -8.5% |
| 3M | -0.8% | -6.2% | +5.4% | +0.5% |
| 6M | +8.5% | -14.0% | +22.5% | +11.8% |
| YTD | +28.6% | -5.1% | +33.7% | +29.1% |
| 1Y | +52.3% | -9.6% | +61.9% | +54.3% |
| 3Y | +94.8% | -47.2% | +142.1% | +120.8% |
| 5Y | +110.8% | -33.6% | +144.3% | +126.4% |
| 10Y | +304.5% | -9.8% | +314.3% | +304.2% |
| All | +51,594.4% | +9,621.1% | +41,973.3% | +21,094.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling