+7,328.4%
EW vs ROST
+11,597.8%
-4,269.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +11.0% | +1.2% | +9.8% | +10.6% |
| 30D | +19.1% | +2.5% | +16.6% | +18.3% |
| 3M | +14.4% | -9.0% | +23.3% | +16.8% |
| 6M | +22.8% | +1.3% | +21.4% | +21.6% |
| YTD | +19.8% | +29.1% | -9.2% | +11.4% |
| 1Y | +23.9% | +45.4% | -21.5% | +11.7% |
| 3Y | +52.2% | +94.9% | -42.6% | +26.1% |
| 5Y | -13.9% | +104.0% | -117.9% | -31.0% |
| 10Y | +241.9% | +314.8% | -72.9% | +125.7% |
| All | +7,328.4% | +11,597.8% | -4,269.5% | +2,608.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling