-29.4%
EW vs ROST
+111.1%
-140.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | -3.3% | -10.0% | +6.6% | -0.4% |
| 3M | +1.0% | +1.2% | -0.2% | +0.2% |
| 6M | +6.2% | +8.9% | -2.7% | +2.9% |
| YTD | +1.7% | +28.1% | -26.3% | -6.4% |
| 1Y | +8.1% | +53.0% | -44.8% | -6.0% |
| 3Y | +17.1% | +97.9% | -80.8% | -7.8% |
| 5Y | -29.4% | +112.0% | -141.3% | -47.5% |
| All | -29.4% | +111.1% | -140.4% | -47.5% |
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