+6.0%
LOW vs ROST
+107.5%
-101.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.6% | -2.5% | -0.1% | -1.6% |
| 30D | -11.1% | -10.3% | -0.9% | -7.2% |
| 3M | -8.5% | -2.6% | -5.9% | -7.8% |
| 6M | -20.8% | +6.5% | -27.4% | -23.4% |
| YTD | -17.2% | +25.9% | -43.1% | -25.5% |
| 1Y | -24.7% | +52.3% | -77.1% | -37.6% |
| 3Y | -9.7% | +94.6% | -104.3% | -33.2% |
| 5Y | +6.0% | +111.1% | -105.1% | -27.8% |
| All | +6.0% | +107.5% | -101.5% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling