+39,776.7%
LOW vs ROST
+70,624.3%
-30,847.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.8% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | +21.7% | +0.5% | +21.2% | +21.6% |
| 3M | +5.0% | -5.2% | +10.3% | +6.6% |
| 6M | +4.6% | +9.8% | -5.2% | +1.3% |
| YTD | -3.5% | +29.4% | -32.9% | -11.1% |
| 1Y | +0.5% | +44.4% | -43.8% | -10.4% |
| 3Y | +24.8% | +95.0% | -70.2% | +1.1% |
| 5Y | +6.5% | +111.9% | -105.4% | -17.4% |
| 10Y | +294.6% | +301.2% | -6.7% | +152.3% |
| All | +39,776.7% | +70,624.3% | -30,847.6% | +9,194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling