+112.0%
ROST vs ROL
-2.9%
+114.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | +0.2% | -3.4% | +3.7% | +1.2% |
| 30D | -10.0% | -6.9% | -3.0% | -8.2% |
| 3M | +1.2% | -24.6% | +25.8% | +9.3% |
| 6M | +8.9% | -39.5% | +48.5% | +24.8% |
| YTD | +28.1% | -41.1% | +69.2% | +46.9% |
| 1Y | +53.0% | -37.9% | +90.9% | +72.3% |
| 3Y | +97.9% | +0.8% | +97.1% | +89.7% |
| 5Y | +112.0% | -4.7% | +116.7% | +94.8% |
| All | +112.0% | -2.9% | +114.9% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling