+99.7%
ROST vs ACWI
+75.0%
+24.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | +0.9% | +2.7% | -1.8% | -1.0% |
| 30D | +5.1% | -2.6% | +7.7% | +7.0% |
| 3M | -4.3% | -3.2% | -1.1% | -2.1% |
| 6M | +9.4% | +1.9% | +7.5% | +7.5% |
| YTD | +32.5% | +11.3% | +21.1% | +21.4% |
| 1Y | +46.9% | +11.7% | +35.2% | +34.2% |
| All | +99.7% | +75.0% | +24.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling