+3,705.8%
ROST vs ACWI
+356.8%
+3,348.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.5% |
| 30D | -8.9% | +0.9% | -9.8% | -9.6% |
| 3M | -0.8% | +2.4% | -3.2% | -3.0% |
| 6M | +8.5% | +12.4% | -3.9% | -1.8% |
| YTD | +28.6% | +15.2% | +13.4% | +14.1% |
| 1Y | +52.3% | +22.7% | +29.6% | +28.3% |
| 3Y | +94.8% | +75.8% | +19.1% | +21.8% |
| 5Y | +110.8% | +67.7% | +43.0% | +37.9% |
| 10Y | +304.5% | +229.0% | +75.5% | +66.9% |
| All | +3,705.8% | +356.8% | +3,348.9% | +1,104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling