+50,786.8%
ROST vs ROP
+30,029.2%
+20,757.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -1.8% | -2.9% | +1.1% | -1.0% |
| 30D | +6.8% | +30.1% | -23.2% | -1.1% |
| 3M | -4.0% | +19.9% | -23.9% | -9.2% |
| 6M | +12.9% | +46.0% | -33.1% | +0.3% |
| YTD | +34.7% | +8.4% | +26.4% | +29.8% |
| 1Y | +49.5% | +8.8% | +40.7% | +43.8% |
| 3Y | +101.5% | -5.6% | +107.1% | +100.9% |
| 5Y | +120.7% | +3.0% | +117.7% | +114.2% |
| 10Y | +317.8% | +184.0% | +133.8% | +210.2% |
| All | +50,786.8% | +30,029.2% | +20,757.6% | +15,337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling