+998.2%
C vs ROST
+70,444.3%
-69,446.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -6.0% | +2.5% | -8.4% | -6.8% |
| 3M | -10.5% | -9.0% | -1.6% | -8.1% |
| 6M | -5.7% | +1.3% | -7.1% | -6.9% |
| YTD | +4.1% | +29.1% | -24.9% | -4.6% |
| 1Y | +20.5% | +45.4% | -24.9% | +6.3% |
| 3Y | +208.1% | +94.9% | +113.3% | +145.7% |
| 5Y | +110.4% | +104.0% | +6.4% | +61.2% |
| 10Y | +234.6% | +314.8% | -80.2% | +108.7% |
| All | +998.2% | +70,444.3% | -69,446.0% | +146.9% |
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