+35,474.9%
LOW vs ROST
+70,186.3%
-34,711.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -1.7% | +0.9% | -2.7% | -2.0% |
| 30D | -7.0% | -8.9% | +1.9% | -4.5% |
| 3M | -0.9% | -0.8% | -0.1% | -0.9% |
| 6M | -20.1% | +8.5% | -28.6% | -22.3% |
| YTD | -13.9% | +28.6% | -42.5% | -20.5% |
| 1Y | -21.1% | +52.3% | -73.5% | -30.9% |
| 3Y | -6.6% | +94.8% | -101.5% | -24.4% |
| 5Y | +9.4% | +110.8% | -101.4% | -15.1% |
| 10Y | +220.5% | +304.5% | -84.0% | +104.6% |
| All | +35,474.9% | +70,186.3% | -34,711.4% | +8,207.8% |
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 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