+29.4%
B vs ROST
+54.7%
-25.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.1% | +2.2% | +7.2% |
| 7D | +1.1% | +7.8% | -6.7% | -0.2% |
| 30D | +0.3% | +8.6% | -8.2% | -1.1% |
| 3M | +5.4% | -1.9% | +7.4% | +5.5% |
| 6M | +5.5% | +9.1% | -3.6% | +3.9% |
| YTD | -6.3% | +37.2% | -43.6% | -13.2% |
| 1Y | +29.4% | +52.7% | -23.4% | +18.2% |
| All | +29.4% | +54.7% | -25.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling