+207.2%
ON vs ROST
+11,260.5%
-11,053.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.0% |
| 7D | +17.0% | +0.9% | +16.2% | +16.6% |
| 30D | -3.9% | +5.1% | -9.0% | -6.5% |
| 3M | -11.5% | -4.3% | -7.3% | -9.8% |
| 6M | -29.2% | +9.4% | -38.6% | -33.1% |
| YTD | +36.2% | +32.5% | +3.7% | +15.6% |
| 1Y | +49.6% | +46.9% | +2.8% | +20.2% |
| 3Y | +9.4% | +98.1% | -88.7% | -25.9% |
| 5Y | +25.8% | +116.9% | -91.1% | -20.9% |
| 10Y | +557.1% | +310.9% | +246.3% | +191.7% |
| All | +207.2% | +11,260.5% | -11,053.3% | -70.3% |
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