+312.1%
ROST vs TRU
+147.2%
+165.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.4% | +2.0% |
| 7D | +0.2% | -2.7% | +2.9% | +1.2% |
| 30D | -6.9% | -2.0% | -4.8% | -6.4% |
| 3M | -3.3% | +18.4% | -21.8% | -10.1% |
| 6M | +9.0% | +8.9% | +0.2% | +3.8% |
| YTD | +28.9% | -8.9% | +37.8% | +29.8% |
| 1Y | +54.0% | -15.9% | +69.8% | +58.9% |
| 3Y | +100.7% | -1.1% | +101.8% | +78.9% |
| 5Y | +116.0% | -35.2% | +151.2% | +137.6% |
| All | +312.1% | +147.2% | +165.0% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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