+2,340.5%
EXC vs ROST
+70,186.3%
-67,845.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +0.3% | +0.9% | -0.7% | +0.2% |
| 30D | -3.7% | -8.9% | +5.2% | -2.7% |
| 3M | -1.3% | -0.8% | -0.5% | -1.3% |
| 6M | -9.7% | +8.5% | -18.2% | -10.8% |
| YTD | +2.9% | +28.6% | -25.7% | -0.5% |
| 1Y | +4.4% | +52.3% | -47.9% | -1.2% |
| 3Y | +22.2% | +94.8% | -72.6% | +11.6% |
| 5Y | +46.7% | +110.8% | -64.1% | +31.0% |
| 10Y | +155.3% | +304.5% | -149.2% | +110.8% |
| All | +2,340.5% | +70,186.3% | -67,845.7% | +1,342.2% |
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 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