+207.0%
C vs ROST
+300.7%
-93.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | +4.2% | +0.3% | +3.9% | +4.0% |
| 30D | +2.0% | +0.5% | +1.5% | +1.6% |
| 3M | -10.1% | -5.2% | -4.9% | -8.1% |
| 6M | +1.0% | +9.8% | -8.8% | -4.9% |
| YTD | +8.5% | +29.4% | -20.9% | -6.2% |
| 1Y | +25.7% | +44.4% | -18.6% | +2.7% |
| 3Y | +216.0% | +95.0% | +121.0% | +115.6% |
| 5Y | +112.3% | +111.9% | +0.5% | +32.2% |
| All | +207.0% | +300.7% | -93.6% | +48.7% |
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