+317.8%
ROST vs ROL
+214.5%
+103.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | +6.8% | +20.6% | -13.7% | +0.9% |
| 3M | -4.0% | +4.5% | -8.5% | -5.5% |
| 6M | +12.9% | -26.5% | +39.4% | +23.3% |
| YTD | +34.7% | -34.8% | +69.6% | +51.7% |
| 1Y | +49.5% | -33.2% | +82.7% | +66.9% |
| 3Y | +101.5% | +4.5% | +97.0% | +92.7% |
| 5Y | +120.7% | +15.5% | +105.1% | +99.8% |
| 10Y | +317.8% | +217.2% | +100.6% | +150.7% |
| All | +317.8% | +214.5% | +103.4% | +150.7% |
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 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