+316.4%
ROST vs BIL
+25.7%
+290.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +7.4% | 0.0% | +7.5% | +7.3% |
| 3M | -6.1% | +0.6% | -6.7% | -6.2% |
| 6M | +6.2% | +1.5% | +4.7% | +6.3% |
| YTD | +33.4% | +2.8% | +30.7% | +34.1% |
| 1Y | +48.8% | +3.3% | +45.5% | +49.8% |
| 3Y | +99.5% | +13.4% | +86.1% | +90.6% |
| 5Y | +112.7% | +19.8% | +92.8% | +92.6% |
| 10Y | +316.4% | +25.7% | +290.8% | +301.1% |
| All | +316.4% | +25.7% | +290.8% | +301.1% |
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