+8,533.7%
FIX vs ROST
+15,294.6%
-6,760.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -13.9% | +3.2% | -17.1% | -15.1% |
| 30D | -35.5% | +7.4% | -43.0% | -37.3% |
| 3M | -33.9% | -6.1% | -27.9% | -33.0% |
| 6M | -43.3% | +6.2% | -49.5% | -45.3% |
| YTD | +18.7% | +33.4% | -14.8% | +5.8% |
| 1Y | +13.8% | +48.8% | -35.0% | -2.4% |
| 3Y | +495.0% | +99.5% | +395.4% | +359.8% |
| 5Y | +1,049.0% | +112.7% | +936.4% | +746.8% |
| 10Y | +3,644.4% | +316.4% | +3,328.0% | +2,096.4% |
| All | +8,533.7% | +15,294.6% | -6,760.9% | +2,342.0% |
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