+1,604.0%
T vs ROST
+72,843.6%
-71,239.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.6% | +3.2% | -0.6% | +2.1% |
| 30D | -1.1% | +7.4% | -8.5% | -2.1% |
| 3M | -7.7% | -6.1% | -1.7% | -6.9% |
| 6M | -10.6% | +6.2% | -16.9% | -11.6% |
| YTD | -7.5% | +33.4% | -40.9% | -11.6% |
| 1Y | -7.4% | +48.8% | -56.2% | -13.0% |
| 3Y | +63.1% | +99.5% | -36.5% | +45.4% |
| 5Y | +55.2% | +112.7% | -57.5% | +34.9% |
| 10Y | +58.8% | +316.4% | -257.6% | +22.8% |
| All | +1,604.0% | +72,843.6% | -71,239.6% | +674.0% |
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