-9.1%
LOW vs ROST
+93.3%
-102.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | -0.6% | -2.2% | +1.6% | +0.3% |
| 30D | -9.3% | -11.4% | +2.2% | -4.8% |
| 3M | -8.1% | -1.6% | -6.4% | -7.8% |
| 6M | -19.8% | +6.8% | -26.6% | -22.5% |
| YTD | -16.4% | +25.8% | -42.2% | -24.9% |
| 1Y | -24.7% | +52.4% | -77.1% | -38.0% |
| All | -9.1% | +93.3% | -102.4% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling