+111.9%
ROST vs TECH
-42.1%
+154.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -10.0% | +0.1% | -10.1% | -10.0% |
| 3M | +1.2% | +37.5% | -36.3% | -5.9% |
| 6M | +8.9% | +34.6% | -25.6% | +0.6% |
| YTD | +28.1% | +23.5% | +4.6% | +20.2% |
| 1Y | +53.0% | +34.4% | +18.6% | +39.9% |
| 3Y | +97.9% | +2.3% | +95.6% | +87.7% |
| All | +111.9% | -42.1% | +154.0% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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