+6,438.2%
EW vs ROST
+11,555.1%
-5,116.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -0.3% | +0.9% | -1.3% | -0.6% |
| 30D | +1.0% | -8.9% | +9.9% | +3.4% |
| 3M | +2.8% | -0.8% | +3.6% | +2.7% |
| 6M | +5.5% | +8.5% | -3.0% | +2.8% |
| YTD | +5.5% | +28.6% | -23.1% | -1.7% |
| 1Y | +11.0% | +52.3% | -41.3% | -1.0% |
| 3Y | +17.7% | +94.8% | -77.1% | -2.4% |
| 5Y | -25.7% | +110.8% | -136.5% | -40.9% |
| 10Y | +132.8% | +304.5% | -171.7% | +54.7% |
| All | +6,438.2% | +11,555.1% | -5,116.9% | +2,289.6% |
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