+103.1%
ROST vs ROP
-5.5%
+108.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -1.8% | -2.9% | +1.1% | -1.2% |
| 30D | +6.8% | +30.1% | -23.2% | +0.8% |
| 3M | -4.0% | +19.9% | -23.9% | -7.8% |
| 6M | +12.9% | +46.0% | -33.1% | +3.0% |
| YTD | +34.7% | +8.4% | +26.4% | +35.4% |
| 1Y | +49.5% | +8.8% | +40.7% | +49.9% |
| All | +103.1% | -5.5% | +108.6% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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