+62.5%
T vs ROST
+310.3%
-247.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +1.6% | +0.9% | +0.8% | +1.5% |
| 30D | -2.9% | +5.1% | -8.1% | -3.9% |
| 3M | -7.5% | -4.3% | -3.3% | -6.8% |
| 6M | -9.9% | +9.4% | -19.3% | -11.8% |
| YTD | -6.4% | +32.5% | -38.9% | -12.2% |
| 1Y | -9.4% | +46.9% | -56.3% | -16.9% |
| 3Y | +64.9% | +98.1% | -33.3% | +39.3% |
| 5Y | +57.0% | +116.9% | -60.0% | +26.8% |
| All | +62.5% | +310.3% | -247.8% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling