+508.4%
F vs ROST
+70,444.2%
-69,935.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.2% |
| 7D | +1.6% | +1.2% | +0.3% | +1.2% |
| 30D | +2.6% | +2.5% | +0.2% | +1.9% |
| 3M | -8.8% | -9.0% | +0.1% | -6.6% |
| 6M | +4.6% | +1.3% | +3.3% | +3.9% |
| YTD | -1.9% | +29.1% | -31.0% | -8.6% |
| 1Y | -0.8% | +45.4% | -46.2% | -10.5% |
| 3Y | +43.5% | +94.9% | -51.4% | +19.2% |
| 5Y | -12.1% | +104.0% | -116.0% | -28.5% |
| 10Y | +83.6% | +314.8% | -231.2% | +25.3% |
| All | +508.4% | +70,444.2% | -69,935.8% | +80.6% |
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