+301.5%
ROST vs BIL
+26.1%
+275.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.5% | +0.3% | +0.1% | +0.5% |
| 3M | -5.2% | +1.0% | -6.2% | -5.3% |
| 6M | +9.8% | +1.9% | +8.0% | +9.9% |
| YTD | +29.4% | +3.2% | +26.2% | +30.0% |
| 1Y | +44.4% | +3.7% | +40.7% | +45.2% |
| 3Y | +95.0% | +13.8% | +81.2% | +85.0% |
| 5Y | +111.9% | +20.3% | +91.6% | +89.4% |
| All | +301.5% | +26.1% | +275.4% | +277.1% |
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