+181.8%
ROST vs REPL
-9.7%
+191.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | -2.2% | -9.6% | +7.3% | -2.0% |
| 30D | -11.4% | +5.7% | -17.1% | -11.6% |
| 3M | -1.6% | +56.4% | -58.0% | -4.1% |
| 6M | +6.8% | +67.4% | -60.6% | +0.8% |
| YTD | +25.8% | +48.7% | -22.9% | +19.0% |
| 1Y | +52.4% | +148.3% | -95.9% | +38.4% |
| 3Y | +94.4% | -26.7% | +121.1% | +72.0% |
| 5Y | +108.2% | -54.1% | +162.4% | +86.5% |
| All | +181.8% | -9.7% | +191.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling