+413.6%
ROST vs TRU
+228.6%
+185.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.6% |
| 7D | +0.2% | -7.2% | +7.4% | +2.8% |
| 30D | -10.0% | -2.8% | -7.2% | -9.3% |
| 3M | +1.2% | +13.0% | -11.8% | -4.1% |
| 6M | +8.9% | +0.7% | +8.3% | +6.9% |
| YTD | +28.1% | -9.0% | +37.1% | +29.0% |
| 1Y | +53.0% | -16.3% | +69.3% | +57.9% |
| 3Y | +97.9% | -1.1% | +98.9% | +77.2% |
| 5Y | +112.0% | -36.0% | +148.0% | +130.8% |
| 10Y | +303.0% | +139.9% | +163.1% | +177.0% |
| All | +413.6% | +228.6% | +185.0% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling