+803.7%
B vs ROST
+70,186.3%
-69,382.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.6% | +0.9% | -2.5% | -1.6% |
| 30D | +9.4% | -8.9% | +18.3% | +9.7% |
| 3M | +5.0% | -0.8% | +5.8% | +5.0% |
| 6M | -3.5% | +8.5% | -12.0% | -3.8% |
| YTD | +4.5% | +28.6% | -24.1% | +3.7% |
| 1Y | +67.8% | +52.3% | +15.4% | +65.9% |
| 3Y | +196.7% | +94.8% | +101.9% | +191.4% |
| 5Y | +151.9% | +110.8% | +41.2% | +146.4% |
| 10Y | +202.2% | +304.5% | -102.4% | +190.8% |
| All | +803.7% | +70,186.3% | -69,382.5% | +884.0% |
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