+195.6%
EQT vs ROST
+109.1%
+86.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -2.5% | +1.3% | -0.6% |
| 30D | +1.1% | -10.3% | +11.4% | +3.7% |
| 3M | +4.8% | -2.6% | +7.4% | +5.2% |
| 6M | -10.6% | +6.5% | -17.1% | -12.7% |
| YTD | +3.4% | +25.9% | -22.5% | -3.6% |
| 1Y | +8.7% | +52.3% | -43.7% | -4.1% |
| 3Y | +35.0% | +94.6% | -59.6% | +8.5% |
| All | +195.6% | +109.1% | +86.5% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling