+6.5%
ROST vs INIO
-54.0%
+60.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.7% | -8.7% | +1.4% |
| 7D | -1.8% | +2.4% | -4.3% | -1.7% |
| 30D | +6.8% | -18.9% | +25.7% | +5.7% |
| 3M | -4.0% | -45.0% | +41.0% | -6.1% |
| All | +6.5% | -54.0% | +60.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling