+103.1%
ROST vs VO
+68.0%
+35.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | 0.0% |
| 7D | -1.8% | +0.2% | -2.0% | -2.0% |
| 30D | +6.8% | +2.0% | +4.8% | +5.3% |
| 3M | -4.0% | -0.3% | -3.7% | -3.8% |
| 6M | +12.9% | +7.3% | +5.6% | +6.9% |
| YTD | +34.7% | +15.0% | +19.8% | +20.9% |
| 1Y | +49.5% | +14.7% | +34.8% | +34.2% |
| All | +103.1% | +68.0% | +35.1% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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