+572.1%
ON vs ROST
+308.3%
+263.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.7% | -2.5% | -2.2% | -3.2% |
| 30D | -13.5% | -10.3% | -3.2% | -7.8% |
| 3M | -36.3% | -2.6% | -33.7% | -35.7% |
| 6M | +17.8% | +6.5% | +11.2% | +12.0% |
| YTD | +29.6% | +25.9% | +3.7% | +10.3% |
| 1Y | +45.8% | +52.3% | -6.6% | +10.0% |
| 3Y | -28.3% | +94.6% | -122.9% | -54.8% |
| 5Y | +49.6% | +111.1% | -61.5% | -13.5% |
| All | +572.1% | +308.3% | +263.8% | +190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling