+2,718.2%
ROST vs SPXU
-100.0%
+2,818.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | 0.0% |
| 7D | +0.9% | -0.1% | +1.1% | +0.9% |
| 30D | -8.9% | +0.8% | -9.7% | -8.6% |
| 3M | -0.8% | -4.7% | +3.9% | -1.7% |
| 6M | +8.5% | -29.6% | +38.1% | -1.4% |
| YTD | +28.6% | -29.9% | +58.5% | +17.2% |
| 1Y | +52.3% | -39.1% | +91.4% | +33.8% |
| 3Y | +94.8% | -80.0% | +174.8% | +30.8% |
| 5Y | +110.8% | -86.0% | +196.8% | +46.9% |
| 10Y | +304.5% | -99.5% | +404.1% | +46.8% |
| All | +2,718.2% | -100.0% | +2,818.2% | +386.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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