+96.1%
ROST vs LUNR
+234.6%
-138.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | -2.5% | -0.5% | -1.9% | -2.5% |
| 30D | -10.3% | -11.3% | +1.0% | -10.0% |
| 3M | -2.6% | -44.9% | +42.3% | -0.8% |
| 6M | +6.5% | -17.3% | +23.8% | +5.9% |
| YTD | +25.9% | -9.9% | +35.8% | +23.9% |
| 1Y | +52.3% | +76.1% | -23.8% | +44.6% |
| All | +96.1% | +234.6% | -138.4% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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