+3,047.6%
SPY vs ROST
+46,544.5%
-43,496.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +3.3% | +0.9% | +2.4% | +3.1% |
| 30D | -2.7% | +5.1% | -7.8% | -3.8% |
| 3M | -1.7% | -4.3% | +2.5% | -1.0% |
| 6M | +3.1% | +9.4% | -6.3% | +0.5% |
| YTD | +11.9% | +32.5% | -20.6% | +4.3% |
| 1Y | +12.0% | +46.9% | -34.9% | +1.8% |
| 3Y | +78.2% | +98.1% | -19.9% | +50.3% |
| 5Y | +73.2% | +116.9% | -43.7% | +40.7% |
| 10Y | +309.6% | +310.9% | -1.2% | +182.8% |
| All | +3,047.6% | +46,544.5% | -43,496.9% | +1,011.5% |
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