+96.1%
ROST vs TRU
-2.2%
+98.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.5% | -9.4% | +6.9% | -1.1% |
| 30D | -10.3% | -4.1% | -6.2% | -9.8% |
| 3M | -2.6% | +13.6% | -16.2% | -4.7% |
| 6M | +6.5% | +3.6% | +3.0% | +5.4% |
| YTD | +25.9% | -9.8% | +35.7% | +26.8% |
| 1Y | +52.3% | -13.6% | +66.0% | +54.2% |
| All | +96.1% | -2.2% | +98.4% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling