+100.7%
ROST vs VRSK
-26.5%
+127.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.2% | -5.2% | +5.4% | +0.7% |
| 30D | -6.9% | -2.3% | -4.6% | -6.7% |
| 3M | -3.3% | -2.9% | -0.4% | -3.1% |
| 6M | +9.0% | -12.8% | +21.8% | +10.9% |
| YTD | +28.9% | -20.8% | +49.7% | +32.9% |
| 1Y | +54.0% | -33.2% | +87.2% | +64.2% |
| 3Y | +100.7% | -26.6% | +127.3% | +102.3% |
| All | +100.7% | -26.5% | +127.2% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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