+44,914.8%
ROST vs M
+396.5%
+44,518.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.3% |
| 7D | +0.9% | +4.7% | -3.8% | -0.6% |
| 30D | -8.9% | -9.6% | +0.7% | -5.9% |
| 3M | -0.8% | +0.9% | -1.7% | -1.7% |
| 6M | +8.5% | +22.3% | -13.8% | +0.5% |
| YTD | +28.6% | +6.5% | +22.1% | +23.9% |
| 1Y | +52.3% | +38.8% | +13.6% | +33.9% |
| 3Y | +94.8% | +115.9% | -21.1% | +35.7% |
| 5Y | +110.8% | +28.6% | +82.1% | +61.6% |
| 10Y | +304.5% | -2.5% | +307.1% | +168.5% |
| All | +44,914.8% | +396.5% | +44,518.3% | +9,570.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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 · 6 months rolling