+109.2%
ROST vs LUNR
+48.7%
+60.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.2% | +2.3% |
| 7D | +0.2% | -3.1% | +3.3% | +0.2% |
| 30D | -6.9% | -15.3% | +8.5% | -6.8% |
| 3M | -3.3% | -53.2% | +49.9% | -2.8% |
| 6M | +9.0% | -22.2% | +31.3% | +9.0% |
| YTD | +28.9% | -11.6% | +40.4% | +28.5% |
| 1Y | +54.0% | +68.4% | -14.4% | +52.6% |
| 3Y | +100.7% | +216.8% | -116.1% | +98.8% |
| All | +109.2% | +48.7% | +60.4% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling