+14,337.8%
DE vs ROST
+69,900.9%
-55,563.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +9.6% | -10.0% | +19.6% | +12.1% |
| 3M | +19.0% | +1.2% | +17.7% | +18.4% |
| 6M | +16.1% | +8.9% | +7.1% | +13.5% |
| YTD | +47.0% | +28.1% | +19.0% | +38.6% |
| 1Y | +43.1% | +53.0% | -9.8% | +29.7% |
| 3Y | +77.5% | +97.9% | -20.4% | +51.3% |
| 5Y | +96.4% | +112.0% | -15.6% | +63.0% |
| 10Y | +852.9% | +303.0% | +549.9% | +592.3% |
| All | +14,337.8% | +69,900.9% | -55,563.1% | +4,528.6% |
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