+302.2%
ROST vs ACWI
+226.0%
+76.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | 0.0% | +1.1% | -1.0% | -1.1% |
| 30D | -10.2% | -0.2% | -10.0% | -10.0% |
| 3M | +1.0% | +4.7% | -3.7% | -4.1% |
| 6M | +8.7% | +14.5% | -5.7% | -6.6% |
| YTD | +27.8% | +14.6% | +13.2% | +9.5% |
| 1Y | +52.7% | +21.4% | +31.2% | +22.7% |
| 3Y | +97.5% | +77.6% | +19.9% | +2.4% |
| 5Y | +111.6% | +68.1% | +43.5% | +17.5% |
| 10Y | +302.2% | +226.1% | +76.0% | +21.3% |
| All | +302.2% | +226.0% | +76.2% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling