+2,113.0%
ROST vs VRSK
+585.1%
+1,527.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -2.5% | -7.7% | +5.2% | +0.6% |
| 30D | -10.3% | -2.8% | -7.5% | -9.5% |
| 3M | -2.6% | -3.7% | +1.1% | -2.0% |
| 6M | +6.5% | -12.8% | +19.3% | +10.7% |
| YTD | +25.9% | -21.0% | +46.9% | +35.5% |
| 1Y | +52.3% | -32.5% | +84.8% | +75.0% |
| 3Y | +94.6% | -26.5% | +121.1% | +109.8% |
| 5Y | +111.1% | -11.5% | +122.6% | +105.3% |
| 10Y | +308.9% | +125.7% | +183.2% | +171.1% |
| All | +2,113.0% | +585.1% | +1,527.9% | +884.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling