+98.6%
ROST vs BIL
+14.1%
+84.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.3% |
| 7D | +0.9% | +0.1% | +0.8% | +1.3% |
| 30D | -8.9% | +0.3% | -9.2% | -7.6% |
| 3M | -0.8% | +0.9% | -1.8% | +4.0% |
| 6M | +8.5% | +1.8% | +6.6% | +20.5% |
| YTD | +28.6% | +2.4% | +26.1% | +47.5% |
| 1Y | +52.3% | +3.7% | +48.6% | +86.5% |
| All | +98.6% | +14.1% | +84.5% | +215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling