+63.1%
T vs ROST
+100.4%
-37.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +2.6% | +3.2% | -0.6% | +2.4% |
| 30D | -1.1% | +7.4% | -8.5% | -1.3% |
| 3M | -7.7% | -6.1% | -1.7% | -7.8% |
| 6M | -10.6% | +6.2% | -16.9% | -10.8% |
| YTD | -7.5% | +33.4% | -40.9% | -7.6% |
| 1Y | -7.4% | +48.8% | -56.2% | -7.5% |
| 3Y | +63.1% | +99.5% | -36.5% | +65.1% |
| All | +63.1% | +100.4% | -37.3% | +65.1% |
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