+50.0%
DOW vs ROST
+43.7%
+6.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.4% |
| 7D | +5.2% | +0.3% | +5.0% | +5.2% |
| 30D | +13.2% | +0.5% | +12.7% | +13.3% |
| 3M | +10.1% | -5.2% | +15.3% | +10.4% |
| 6M | -13.1% | +9.8% | -22.9% | -13.7% |
| YTD | +46.1% | +29.4% | +16.7% | +23.0% |
| 1Y | +50.0% | +44.4% | +5.7% | +13.2% |
| All | +50.0% | +43.7% | +6.3% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling