+9,717.5%
TER vs ROST
+72,843.6%
-63,126.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.5% |
| 7D | -8.9% | +3.2% | -12.1% | -9.8% |
| 30D | -39.1% | +7.4% | -46.5% | -40.6% |
| 3M | -32.8% | -6.1% | -26.7% | -31.8% |
| 6M | -31.7% | +6.2% | -38.0% | -34.0% |
| YTD | +26.9% | +33.4% | -6.5% | +14.5% |
| 1Y | +33.6% | +48.8% | -15.2% | +16.3% |
| 3Y | +181.5% | +99.5% | +82.0% | +123.0% |
| 5Y | +76.1% | +112.7% | -36.5% | +34.9% |
| 10Y | +1,006.2% | +316.4% | +689.8% | +568.8% |
| All | +9,717.5% | +72,843.6% | -63,126.1% | +1,391.3% |
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