+5,387.7%
O vs ROST
+67,125.1%
-61,737.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.7% | +0.9% | -1.7% | -1.0% |
| 30D | -1.9% | -8.9% | +7.0% | +0.2% |
| 3M | +3.8% | -0.8% | +4.7% | +3.8% |
| 6M | -4.7% | +8.5% | -13.2% | -7.1% |
| YTD | +12.5% | +28.6% | -16.1% | +5.2% |
| 1Y | +10.8% | +52.3% | -41.5% | -0.7% |
| 3Y | +28.8% | +94.8% | -66.1% | +7.3% |
| 5Y | +13.2% | +110.8% | -97.6% | -10.0% |
| 10Y | +53.5% | +304.5% | -251.1% | +3.6% |
| All | +5,387.7% | +67,125.1% | -61,737.4% | +1,869.8% |
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