+114.6%
ROST vs VRSK
-11.8%
+126.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.2% | -5.2% | +5.4% | +1.7% |
| 30D | -6.9% | -2.3% | -4.6% | -6.5% |
| 3M | -3.3% | -2.9% | -0.4% | -3.1% |
| 6M | +9.0% | -12.8% | +21.8% | +12.7% |
| YTD | +28.9% | -20.8% | +49.7% | +37.4% |
| 1Y | +54.0% | -33.2% | +87.2% | +75.6% |
| 3Y | +100.7% | -26.6% | +127.3% | +111.9% |
| All | +114.6% | -11.8% | +126.4% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling