+97.9%
ROST vs ROP
-18.5%
+116.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.3% |
| 7D | +0.2% | -5.4% | +5.6% | +1.5% |
| 30D | -10.0% | -1.6% | -8.3% | -9.7% |
| 3M | +1.2% | +18.8% | -17.6% | -3.4% |
| 6M | +8.9% | +8.2% | +0.7% | +6.8% |
| YTD | +28.1% | -10.5% | +38.5% | +34.3% |
| 1Y | +53.0% | -23.7% | +76.7% | +71.3% |
| 3Y | +97.9% | -17.9% | +115.7% | +106.5% |
| All | +97.9% | -18.5% | +116.4% | +106.5% |
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