+5,831.7%
FIX vs ROST
+308.6%
+5,523.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | +0.9% | +5.1% | +5.6% |
| 30D | -7.2% | -8.9% | +1.7% | -3.3% |
| 3M | -15.9% | -0.8% | -15.0% | -16.4% |
| 6M | +12.7% | +8.5% | +4.3% | +6.7% |
| YTD | +72.8% | +28.6% | +44.2% | +50.1% |
| 1Y | +122.9% | +52.3% | +70.6% | +77.3% |
| 3Y | +774.3% | +94.8% | +679.5% | +510.5% |
| 5Y | +2,049.5% | +110.8% | +1,938.7% | +1,293.6% |
| All | +5,831.7% | +308.6% | +5,523.1% | +2,941.6% |
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