+719.1%
B vs ROST
+70,444.2%
-69,725.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +9.6% | +1.2% | +8.4% | +9.6% |
| 30D | +3.5% | +2.5% | +1.1% | +3.5% |
| 3M | -1.6% | -9.0% | +7.4% | -1.4% |
| 6M | -1.7% | +1.3% | -3.0% | -1.8% |
| YTD | -5.3% | +29.1% | -34.4% | -6.0% |
| 1Y | +27.2% | +45.4% | -18.2% | +25.9% |
| 3Y | +166.1% | +94.9% | +71.3% | +161.3% |
| 5Y | +136.5% | +104.0% | +32.5% | +131.4% |
| 10Y | +172.2% | +314.8% | -142.6% | +161.8% |
| All | +719.1% | +70,444.2% | -69,725.1% | +791.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling