+52.7%
ROST vs ROL
-34.1%
+86.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.3% | +5.5% |
| 7D | +7.8% | +14.6% | -6.8% | +4.9% |
| 30D | +8.6% | +29.3% | -20.7% | +3.3% |
| 3M | -1.9% | +2.0% | -3.9% | -2.3% |
| 6M | +9.1% | -28.5% | +37.7% | +13.8% |
| YTD | +37.2% | -35.3% | +72.6% | +38.5% |
| 1Y | +52.7% | -34.7% | +87.4% | +51.7% |
| All | +52.7% | -34.1% | +86.9% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling