+316.4%
ROST vs ROL
+211.1%
+105.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +3.2% | +3.4% | -0.2% | +2.2% |
| 30D | +7.4% | +20.8% | -13.3% | +1.4% |
| 3M | -6.1% | +3.7% | -9.8% | -7.3% |
| 6M | +6.2% | -27.7% | +33.9% | +16.6% |
| YTD | +33.4% | -34.9% | +68.4% | +50.3% |
| 1Y | +48.8% | -33.3% | +82.1% | +66.2% |
| 3Y | +99.5% | +4.3% | +95.2% | +90.9% |
| 5Y | +112.7% | +15.0% | +97.7% | +92.8% |
| 10Y | +316.4% | +214.7% | +101.8% | +152.4% |
| All | +316.4% | +211.1% | +105.3% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling