+303.0%
ROST vs ACWI
+226.0%
+77.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +0.2% | +1.1% | -0.8% | -0.9% |
| 30D | -10.0% | -0.2% | -9.8% | -9.8% |
| 3M | +1.2% | +4.7% | -3.5% | -3.9% |
| 6M | +8.9% | +14.5% | -5.5% | -6.4% |
| YTD | +28.1% | +14.6% | +13.4% | +9.7% |
| 1Y | +53.0% | +21.4% | +31.5% | +22.9% |
| 3Y | +97.9% | +77.6% | +20.3% | +2.6% |
| 5Y | +112.0% | +68.1% | +43.9% | +17.7% |
| 10Y | +303.0% | +226.1% | +76.8% | +21.5% |
| All | +303.0% | +226.0% | +77.0% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACWI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling