+11,573.1%
COST vs ROST
+68,667.5%
-57,094.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.4% |
| 7D | -2.8% | -2.2% | -0.6% | -2.3% |
| 30D | -5.3% | -11.4% | +6.2% | -2.5% |
| 3M | -6.7% | -1.6% | -5.0% | -6.5% |
| 6M | -9.9% | +6.8% | -16.8% | -11.8% |
| YTD | +5.1% | +25.8% | -20.7% | -1.2% |
| 1Y | -7.3% | +52.4% | -59.7% | -17.1% |
| 3Y | +70.4% | +94.4% | -24.0% | +42.4% |
| 5Y | +104.4% | +108.2% | -3.8% | +64.7% |
| 10Y | +609.0% | +308.5% | +300.5% | +357.8% |
| All | +11,573.1% | +68,667.5% | -57,094.4% | +2,349.5% |
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