+1,218.2%
BE vs ROST
+107.5%
+1,110.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +9.7% | -2.5% | +12.2% | +11.4% |
| 30D | +22.4% | -10.3% | +32.7% | +30.4% |
| 3M | +10.4% | -2.6% | +12.9% | +10.3% |
| 6M | +67.9% | +6.5% | +61.3% | +56.9% |
| YTD | +197.5% | +25.9% | +171.6% | +150.0% |
| 1Y | +310.6% | +52.3% | +258.2% | +200.8% |
| 3Y | +1,657.2% | +94.6% | +1,562.7% | +945.3% |
| 5Y | +1,218.2% | +111.1% | +1,107.0% | +596.2% |
| All | +1,218.2% | +107.5% | +1,110.6% | +596.2% |
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