+158.8%
B vs ROST
+108.0%
+50.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | +1.0% | -2.2% | +3.3% | +1.3% |
| 30D | +9.5% | -11.4% | +20.9% | +11.0% |
| 3M | +14.3% | -1.6% | +16.0% | +14.5% |
| 6M | -1.9% | +6.8% | -8.7% | -2.9% |
| YTD | +4.1% | +25.8% | -21.7% | +1.0% |
| 1Y | +56.1% | +52.4% | +3.7% | +48.1% |
| 3Y | +202.0% | +94.4% | +107.6% | +177.6% |
| 5Y | +158.8% | +108.2% | +50.6% | +134.7% |
| All | +158.8% | +108.0% | +50.8% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling