+55.3%
ON vs ROST
+55.6%
-0.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.3% | +6.2% | +7.4% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | -8.6% | -6.9% | -1.7% | -5.6% |
| 3M | -34.3% | -3.3% | -31.0% | -33.8% |
| 6M | +28.5% | +9.0% | +19.5% | +20.3% |
| YTD | +40.6% | +28.9% | +11.7% | +17.6% |
| 1Y | +55.3% | +54.0% | +1.3% | +7.0% |
| All | +55.3% | +55.6% | -0.2% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling