+81.0%
F vs ROST
+324.5%
-243.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.7% |
| 7D | -0.6% | +2.8% | -3.4% | -2.1% |
| 30D | +2.9% | +6.6% | -3.7% | -0.6% |
| 3M | -9.5% | -7.0% | -2.5% | -6.4% |
| 6M | +4.0% | +5.4% | -1.3% | +0.3% |
| YTD | -1.3% | +32.4% | -33.6% | -15.4% |
| 1Y | -1.9% | +48.4% | -50.3% | -20.9% |
| 3Y | +53.5% | +99.5% | -46.0% | +4.1% |
| 5Y | -15.1% | +109.9% | -125.0% | -45.9% |
| 10Y | +81.0% | +315.5% | -234.6% | -10.6% |
| All | +81.0% | +324.5% | -243.5% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling