+308.5%
ROST vs BIL
+25.2%
+283.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -11.4% | +0.3% | -11.7% | -11.5% |
| 3M | -1.6% | +0.9% | -2.5% | -1.6% |
| 6M | +6.8% | +1.8% | +5.0% | +7.1% |
| YTD | +25.8% | +2.5% | +23.4% | +26.3% |
| 1Y | +52.4% | +3.7% | +48.7% | +53.4% |
| 3Y | +94.4% | +14.1% | +80.3% | +82.0% |
| 5Y | +108.2% | +19.4% | +88.8% | +84.7% |
| 10Y | +308.5% | +25.2% | +283.3% | +272.0% |
| All | +308.5% | +25.2% | +283.3% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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