+312.1%
ROST vs SU
+267.2%
+44.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.4% |
| 7D | +0.2% | +2.2% | -2.0% | -0.4% |
| 30D | -6.9% | +8.4% | -15.3% | -9.2% |
| 3M | -3.3% | +12.1% | -15.4% | -7.0% |
| 6M | +9.0% | +19.7% | -10.6% | +2.0% |
| YTD | +28.9% | +58.4% | -29.5% | +10.4% |
| 1Y | +54.0% | +67.2% | -13.3% | +29.4% |
| 3Y | +100.7% | +125.0% | -24.3% | +48.6% |
| 5Y | +116.0% | +355.1% | -239.0% | +15.5% |
| All | +312.1% | +267.2% | +44.9% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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