+911.5%
BE vs ROST
+188.2%
+723.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.7% |
| 7D | +20.0% | +0.9% | +19.0% | +19.2% |
| 30D | +7.9% | -8.9% | +16.8% | +15.1% |
| 3M | -13.2% | -0.8% | -12.4% | -14.4% |
| 6M | +53.5% | +8.5% | +45.0% | +40.3% |
| YTD | +191.0% | +28.6% | +162.4% | +134.2% |
| 1Y | +360.5% | +52.3% | +308.2% | +221.0% |
| 3Y | +1,568.0% | +94.8% | +1,473.2% | +822.3% |
| 5Y | +1,055.2% | +110.8% | +944.4% | +480.3% |
| All | +911.5% | +188.2% | +723.3% | +217.3% |
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 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