+193.4%
B vs ROST
+303.5%
-110.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +1.4% | -10.0% | +11.3% | +2.1% |
| 3M | +12.2% | +1.2% | +11.0% | +12.0% |
| 6M | -2.1% | +8.9% | -11.1% | -2.9% |
| YTD | +2.9% | +28.1% | -25.1% | +0.9% |
| 1Y | +55.3% | +53.0% | +2.3% | +50.3% |
| 3Y | +198.7% | +97.9% | +100.8% | +183.5% |
| 5Y | +153.8% | +112.0% | +41.8% | +138.8% |
| 10Y | +193.4% | +303.0% | -109.5% | +166.8% |
| All | +193.4% | +303.5% | -110.1% | +166.8% |
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