+16.4%
B vs ROST
+48.9%
-32.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.3% |
| 7D | +7.1% | +3.2% | +4.0% | +6.5% |
| 30D | -3.3% | +7.4% | -10.8% | -4.5% |
| 3M | -2.5% | -6.1% | +3.5% | -1.8% |
| 6M | -7.2% | +6.2% | -13.5% | -8.3% |
| YTD | -7.4% | +33.4% | -40.8% | -13.6% |
| 1Y | +16.4% | +48.8% | -32.4% | +7.3% |
| All | +16.4% | +48.9% | -32.5% | +7.3% |
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