+51,784.2%
ROST vs STZ
+10,752.7%
+41,031.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +1.2% | +4.9% | -3.7% | +0.2% |
| 30D | +2.5% | +20.9% | -18.4% | -1.9% |
| 3M | -9.0% | +8.0% | -16.9% | -10.7% |
| 6M | +1.3% | -5.3% | +6.6% | +2.2% |
| YTD | +29.1% | +5.9% | +23.1% | +26.1% |
| 1Y | +45.4% | +14.2% | +31.2% | +39.6% |
| 3Y | +94.9% | -37.0% | +131.8% | +111.8% |
| 5Y | +104.0% | -29.7% | +133.7% | +115.9% |
| 10Y | +314.8% | +5.2% | +309.7% | +300.5% |
| All | +51,784.2% | +10,752.7% | +41,031.5% | +20,607.8% |
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 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