-26.3%
LOW vs ROST
+55.6%
-81.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.6% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -8.9% | -6.9% | -2.0% | -6.8% |
| 3M | -10.4% | -3.3% | -7.1% | -9.5% |
| 6M | -19.4% | +9.0% | -28.4% | -22.1% |
| YTD | -17.1% | +28.9% | -46.0% | -24.5% |
| 1Y | -26.3% | +54.0% | -80.2% | -36.2% |
| All | -26.3% | +55.6% | -81.8% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling