+102.9%
T vs ROST
+93.3%
+9.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | -3.1% | -2.2% | -0.9% | -3.0% |
| 30D | +4.6% | -11.4% | +16.0% | +4.9% |
| 3M | +12.2% | -1.6% | +13.9% | +12.3% |
| 6M | -6.5% | +6.8% | -13.3% | -6.5% |
| YTD | +4.9% | +25.8% | -20.9% | +4.6% |
| 1Y | -10.5% | +52.4% | -62.9% | -10.9% |
| All | +102.9% | +93.3% | +9.6% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling