+35.8%
EQT vs ROST
+93.5%
-57.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -2.5% | +1.3% | -0.9% |
| 30D | +1.1% | -10.3% | +11.4% | +2.3% |
| 3M | +4.8% | -2.6% | +7.4% | +5.0% |
| 6M | -10.6% | +6.5% | -17.1% | -11.6% |
| YTD | +3.4% | +25.9% | -22.5% | -0.6% |
| 1Y | +8.7% | +52.3% | -43.7% | +1.2% |
| All | +35.8% | +93.5% | -57.6% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling