+2,446.2%
EXC vs ROST
+72,843.6%
-70,397.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +0.1% | +3.2% | -3.1% | -0.3% |
| 30D | +9.0% | +7.4% | +1.6% | +8.0% |
| 3M | +3.3% | -6.1% | +9.3% | +3.9% |
| 6M | +5.7% | +6.2% | -0.6% | +4.6% |
| YTD | +7.3% | +33.4% | -26.1% | +3.3% |
| 1Y | +2.9% | +48.8% | -45.9% | -2.3% |
| 3Y | +29.3% | +99.5% | -70.2% | +17.7% |
| 5Y | +40.1% | +112.7% | -72.6% | +24.9% |
| 10Y | +197.7% | +316.4% | -118.8% | +144.7% |
| All | +2,446.2% | +72,843.6% | -70,397.3% | +1,396.9% |
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