+1,163.5%
C vs ROST
+70,186.3%
-69,022.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.6% | +0.9% | +2.7% | +3.3% |
| 30D | +0.1% | -8.9% | +9.0% | +2.9% |
| 3M | +2.4% | -0.8% | +3.2% | +2.3% |
| 6M | +24.9% | +8.5% | +16.4% | +21.1% |
| YTD | +19.8% | +28.6% | -8.8% | +10.1% |
| 1Y | +44.9% | +52.3% | -7.5% | +26.1% |
| 3Y | +263.0% | +94.8% | +168.1% | +189.8% |
| 5Y | +129.5% | +110.8% | +18.8% | +74.2% |
| 10Y | +291.6% | +304.5% | -12.9% | +146.3% |
| All | +1,163.5% | +70,186.3% | -69,022.8% | +184.8% |
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