+13.7%
O vs ROST
+111.1%
-97.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -2.0% | -10.0% | +8.0% | -0.5% |
| 3M | +3.0% | +1.2% | +1.8% | +2.7% |
| 6M | -3.6% | +8.9% | -12.6% | -5.2% |
| YTD | +12.1% | +28.1% | -16.0% | +7.4% |
| 1Y | +8.9% | +53.0% | -44.1% | +1.4% |
| 3Y | +30.3% | +97.9% | -67.5% | +14.9% |
| 5Y | +13.7% | +112.0% | -98.3% | -2.4% |
| All | +13.7% | +111.1% | -97.4% | -2.4% |
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