-15.8%
F vs ROST
+103.5%
-119.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | +0.2% |
| 7D | +1.6% | +1.2% | +0.3% | +0.8% |
| 30D | +2.6% | +2.5% | +0.2% | +1.2% |
| 3M | -8.8% | -9.0% | +0.1% | -4.7% |
| 6M | +4.6% | +1.3% | +3.3% | +3.0% |
| YTD | -1.9% | +29.1% | -31.0% | -14.9% |
| 1Y | -0.8% | +45.4% | -46.2% | -19.1% |
| 3Y | +43.5% | +94.9% | -51.4% | -2.3% |
| All | -15.8% | +103.5% | -119.3% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling