+607.6%
TEAM vs ROST
+391.2%
+216.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | -22.2% | +3.2% | -25.4% | -23.0% |
| 30D | -28.1% | +7.4% | -35.6% | -29.9% |
| 3M | -2.2% | -6.1% | +3.9% | -0.5% |
| 6M | +62.2% | +6.2% | +56.0% | +57.8% |
| YTD | -8.4% | +33.4% | -41.8% | -18.2% |
| 1Y | -6.6% | +48.8% | -55.4% | -19.9% |
| 3Y | -15.7% | +99.5% | -115.2% | -35.4% |
| 5Y | -65.7% | +112.7% | -178.4% | -75.1% |
| 10Y | +441.0% | +316.4% | +124.5% | +243.3% |
| All | +607.6% | +391.2% | +216.5% | +332.0% |
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