+293.0%
LOW vs ROST
+300.7%
-7.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +1.2% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | +21.7% | +0.5% | +21.2% | +21.5% |
| 3M | +5.0% | -5.2% | +10.3% | +7.5% |
| 6M | +4.6% | +9.8% | -5.2% | -0.8% |
| YTD | -3.5% | +29.4% | -32.9% | -15.5% |
| 1Y | +0.5% | +44.4% | -43.8% | -16.6% |
| 3Y | +24.8% | +95.0% | -70.2% | -11.8% |
| 5Y | +6.5% | +111.9% | -105.4% | -30.3% |
| All | +293.0% | +300.7% | -7.7% | +85.8% |
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