+46,235.5%
ROST vs M
+442.1%
+45,793.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | -0.1% |
| 7D | +2.8% | +2.5% | +0.2% | +1.9% |
| 30D | +6.6% | +10.1% | -3.5% | +3.1% |
| 3M | -7.0% | -0.9% | -6.0% | -7.1% |
| 6M | +5.4% | +30.2% | -24.8% | -4.5% |
| YTD | +32.4% | +16.3% | +16.1% | +23.4% |
| 1Y | +48.4% | +27.0% | +21.4% | +34.1% |
| 3Y | +99.5% | +154.5% | -55.0% | +31.6% |
| 5Y | +109.9% | -1.1% | +110.9% | +77.4% |
| 10Y | +315.5% | +0.5% | +315.0% | +173.2% |
| All | +46,235.5% | +442.1% | +45,793.4% | +9,536.5% |
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