+3,058.8%
SPY vs ROST
+47,336.8%
-44,278.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -0.9% | -1.8% | +0.9% | -0.5% |
| 30D | -2.4% | +6.8% | -9.2% | -3.9% |
| 3M | -1.2% | -4.0% | +2.9% | -0.4% |
| 6M | +3.3% | +12.9% | -9.6% | 0.0% |
| YTD | +12.3% | +34.7% | -22.4% | +4.2% |
| 1Y | +12.4% | +49.5% | -37.1% | +1.9% |
| 3Y | +78.8% | +101.5% | -22.7% | +50.3% |
| 5Y | +75.2% | +120.7% | -45.5% | +41.7% |
| 10Y | +311.1% | +317.8% | -6.7% | +182.7% |
| All | +3,058.8% | +47,336.8% | -44,278.0% | +1,011.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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