+208.6%
B vs ROST
+317.2%
-108.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.2% |
| 7D | +7.1% | +3.2% | +4.0% | +6.9% |
| 30D | -3.3% | +7.4% | -10.8% | -3.9% |
| 3M | -2.5% | -6.1% | +3.5% | -2.1% |
| 6M | -7.2% | +6.2% | -13.5% | -7.8% |
| YTD | -7.4% | +33.4% | -40.8% | -9.5% |
| 1Y | +16.4% | +48.8% | -32.4% | +12.8% |
| 3Y | +178.7% | +99.5% | +79.2% | +164.1% |
| 5Y | +121.7% | +112.7% | +9.0% | +108.1% |
| 10Y | +208.6% | +316.4% | -107.8% | +185.5% |
| All | +208.6% | +317.2% | -108.6% | +185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling