+286.5%
C vs ROST
+303.5%
-16.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +3.2% | +0.2% | +2.9% | +3.1% |
| 30D | +1.3% | -10.0% | +11.3% | +6.5% |
| 3M | +3.1% | +1.2% | +1.9% | +1.8% |
| 6M | +29.6% | +8.9% | +20.7% | +22.8% |
| YTD | +19.0% | +28.1% | -9.1% | +3.6% |
| 1Y | +45.6% | +53.0% | -7.3% | +15.6% |
| 3Y | +269.3% | +97.9% | +171.4% | +150.3% |
| 5Y | +131.6% | +112.0% | +19.6% | +43.8% |
| 10Y | +286.5% | +303.0% | -16.4% | +82.0% |
| All | +286.5% | +303.5% | -16.9% | +82.0% |
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 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