+5,261.3%
O vs ROST
+69,167.5%
-63,906.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +8.3% | +5.1% | +3.2% | +6.9% |
| 3M | -4.0% | -4.3% | +0.3% | -3.2% |
| 6M | -2.6% | +9.4% | -12.0% | -5.2% |
| YTD | +9.9% | +32.5% | -22.6% | +1.9% |
| 1Y | +9.8% | +46.9% | -37.1% | -0.7% |
| 3Y | +39.7% | +98.1% | -58.4% | +15.9% |
| 5Y | +9.2% | +116.9% | -107.8% | -13.8% |
| 10Y | +81.5% | +310.9% | -229.4% | +21.8% |
| All | +5,261.3% | +69,167.5% | -63,906.2% | +1,808.5% |
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