+3,719.7%
ROST vs ACWI
+330.0%
+3,389.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +1.2% | -2.4% | +3.6% | +3.3% |
| 30D | +2.5% | -5.2% | +7.7% | +7.0% |
| 3M | -9.0% | -4.8% | -4.1% | -5.3% |
| 6M | +1.3% | -1.3% | +2.7% | +2.0% |
| YTD | +29.1% | +8.4% | +20.7% | +20.2% |
| 1Y | +45.4% | +11.0% | +34.4% | +32.8% |
| 3Y | +94.9% | +70.6% | +24.3% | +24.7% |
| 5Y | +104.0% | +55.3% | +48.7% | +41.8% |
| 10Y | +314.8% | +223.2% | +91.6% | +74.8% |
| All | +3,719.7% | +330.0% | +3,389.8% | +1,169.0% |
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