+105.8%
ROST vs REPL
-35.6%
+141.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.9% |
| 7D | +1.2% | +22.8% | -21.5% | +1.0% |
| 30D | +2.5% | +63.8% | -61.3% | +1.8% |
| 3M | -9.0% | +68.1% | -77.1% | -9.6% |
| 6M | +1.3% | +528.5% | -527.1% | -2.3% |
| YTD | +29.1% | +122.4% | -93.4% | +25.2% |
| 1Y | +45.4% | +154.4% | -108.9% | +40.7% |
| 3Y | +94.9% | +68.0% | +26.9% | +78.6% |
| All | +105.8% | -35.6% | +141.4% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling