+227.5%
LOW vs ROST
+317.9%
-90.3%
-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% | -2.2% | -1.0% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -8.9% | -6.9% | -2.0% | -5.9% |
| 3M | -10.4% | -3.3% | -7.1% | -9.4% |
| 6M | -19.4% | +9.0% | -28.4% | -23.3% |
| YTD | -17.1% | +28.9% | -46.0% | -27.3% |
| 1Y | -26.3% | +54.0% | -80.2% | -40.8% |
| 3Y | -9.9% | +100.7% | -110.6% | -37.2% |
| 5Y | +6.1% | +116.0% | -109.9% | -31.4% |
| All | +227.5% | +317.9% | -90.3% | +54.0% |
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 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