+1,872.1%
T vs ROST
+70,186.3%
-68,314.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +11.4% | -8.9% | +20.3% | +12.8% |
| 3M | +14.3% | -0.8% | +15.1% | +14.3% |
| 6M | -9.3% | +8.5% | -17.7% | -10.6% |
| YTD | +7.1% | +28.6% | -21.5% | +2.9% |
| 1Y | -9.1% | +52.3% | -61.4% | -14.9% |
| 3Y | +105.3% | +94.8% | +10.5% | +83.7% |
| 5Y | +66.8% | +110.8% | -44.0% | +45.1% |
| 10Y | +66.8% | +304.5% | -237.7% | +29.5% |
| All | +1,872.1% | +70,186.3% | -68,314.2% | +800.6% |
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