-10.2%
DOW vs ROST
+164.3%
-174.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.4% | -2.5% | +0.1% | -1.3% |
| 30D | -4.1% | -10.3% | +6.2% | +0.2% |
| 3M | -12.4% | -2.6% | -9.8% | -12.1% |
| 6M | -10.6% | +6.5% | -17.2% | -14.8% |
| YTD | +31.1% | +25.9% | +5.2% | +15.6% |
| 1Y | +30.5% | +52.3% | -21.8% | +5.7% |
| 3Y | -34.4% | +94.6% | -129.0% | -53.3% |
| 5Y | -35.5% | +111.1% | -146.6% | -57.5% |
| All | -10.2% | +164.3% | -174.5% | -44.7% |
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