+220.1%
C vs ROST
+324.5%
-104.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.2% |
| 7D | -0.9% | +2.8% | -3.7% | -2.3% |
| 30D | -5.4% | +6.6% | -12.0% | -8.4% |
| 3M | -9.2% | -7.0% | -2.2% | -6.3% |
| 6M | -1.8% | +5.4% | -7.2% | -5.7% |
| YTD | +6.7% | +32.4% | -25.7% | -8.8% |
| 1Y | +23.5% | +48.4% | -24.8% | -0.5% |
| 3Y | +219.8% | +99.5% | +120.3% | +115.8% |
| 5Y | +112.4% | +109.9% | +2.5% | +33.3% |
| 10Y | +220.1% | +315.5% | -95.5% | +54.4% |
| All | +220.1% | +324.5% | -104.4% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling