+1,622.6%
T vs ROST
+70,624.4%
-69,001.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +2.5% | +0.3% | +2.3% | +2.5% |
| 30D | -3.8% | +0.5% | -4.3% | -3.8% |
| 3M | -8.7% | -5.2% | -3.5% | -8.1% |
| 6M | -8.1% | +9.8% | -18.0% | -9.6% |
| YTD | -6.4% | +29.4% | -35.8% | -10.2% |
| 1Y | -9.8% | +44.4% | -54.1% | -14.8% |
| 3Y | +65.5% | +95.0% | -29.5% | +48.1% |
| 5Y | +57.0% | +111.9% | -54.9% | +36.5% |
| 10Y | +60.8% | +301.2% | -240.4% | +25.0% |
| All | +1,622.6% | +70,624.4% | -69,001.8% | +685.9% |
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 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