+306.9%
ROST vs ACWI
+219.0%
+87.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +1.2% | -2.4% | +3.6% | +3.9% |
| 30D | +2.5% | -5.2% | +7.7% | +8.3% |
| 3M | -9.0% | -4.8% | -4.1% | -4.2% |
| 6M | +1.3% | -1.3% | +2.7% | +2.0% |
| YTD | +29.1% | +8.4% | +20.7% | +17.1% |
| 1Y | +45.4% | +11.0% | +34.4% | +28.4% |
| 3Y | +94.9% | +70.6% | +24.3% | +4.9% |
| 5Y | +104.0% | +55.3% | +48.7% | +23.0% |
| All | +306.9% | +219.0% | +87.9% | +35.8% |
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