+70,186.3%
ROST vs ALL
+3,667.9%
+66,518.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -8.9% | -1.5% | -7.4% | -8.5% |
| 3M | -0.8% | +23.6% | -24.4% | -7.7% |
| 6M | +8.5% | +22.3% | -13.9% | +1.1% |
| YTD | +28.6% | +26.5% | +2.1% | +18.2% |
| 1Y | +52.3% | +27.0% | +25.3% | +39.5% |
| 3Y | +94.8% | +149.6% | -54.7% | +40.6% |
| 5Y | +110.8% | +118.1% | -7.3% | +56.8% |
| 10Y | +304.5% | +369.0% | -64.4% | +140.9% |
| All | +70,186.3% | +3,667.9% | +66,518.4% | +26,136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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