+97.5%
ROST vs ROL
+1.0%
+96.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | 0.0% | -3.4% | +3.5% | +0.8% |
| 30D | -10.2% | -6.9% | -3.2% | -8.6% |
| 3M | +1.0% | -24.6% | +25.6% | +7.7% |
| 6M | +8.7% | -39.5% | +48.3% | +21.4% |
| YTD | +27.8% | -41.1% | +68.9% | +42.4% |
| 1Y | +52.7% | -37.9% | +90.6% | +67.5% |
| 3Y | +97.5% | +0.8% | +96.7% | +94.7% |
| All | +97.5% | +1.0% | +96.5% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling