+209.9%
ON vs ROST
+10,925.5%
-10,715.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.4% | +0.9% | +1.5% | +1.9% |
| 30D | -3.3% | -8.9% | +5.6% | +1.3% |
| 3M | -43.6% | -0.8% | -42.8% | -43.6% |
| 6M | +19.0% | +8.5% | +10.5% | +13.1% |
| YTD | +37.4% | +28.6% | +8.8% | +18.7% |
| 1Y | +54.8% | +52.3% | +2.4% | +22.2% |
| 3Y | -25.2% | +94.8% | -120.0% | -48.9% |
| 5Y | +62.7% | +110.8% | -48.0% | +3.8% |
| 10Y | +574.3% | +304.5% | +269.8% | +202.5% |
| All | +209.9% | +10,925.5% | -10,715.6% | -69.5% |
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