+48,461.5%
ROST vs ROP
+25,523.2%
+22,938.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.6% |
| 7D | +0.9% | -4.4% | +5.4% | +2.2% |
| 30D | -8.9% | +3.2% | -12.1% | -9.8% |
| 3M | -0.8% | +23.1% | -23.9% | -7.0% |
| 6M | +8.5% | +13.3% | -4.8% | +3.9% |
| YTD | +28.6% | -7.9% | +36.4% | +30.1% |
| 1Y | +52.3% | -22.1% | +74.4% | +61.5% |
| 3Y | +94.8% | -16.8% | +111.6% | +102.0% |
| 5Y | +110.8% | -13.5% | +124.3% | +115.6% |
| 10Y | +304.5% | +137.7% | +166.8% | +216.6% |
| All | +48,461.5% | +25,523.2% | +22,938.3% | +15,375.0% |
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