+1,683.3%
BE vs ROST
+93.3%
+1,590.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.1% |
| 7D | +23.9% | -2.2% | +26.2% | +25.1% |
| 30D | +27.8% | -11.4% | +39.3% | +34.3% |
| 3M | +3.7% | -1.6% | +5.4% | +3.1% |
| 6M | +78.0% | +6.8% | +71.1% | +68.4% |
| YTD | +209.9% | +25.8% | +184.1% | +171.6% |
| 1Y | +389.6% | +52.4% | +337.2% | +287.5% |
| All | +1,683.3% | +93.3% | +1,590.0% | +935.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling