-38.4%
U vs ROST
+155.5%
-193.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | 0.0% | -2.5% | +2.5% | +1.6% |
| 30D | -4.1% | -10.3% | +6.2% | +2.5% |
| 3M | +57.8% | -2.6% | +60.4% | +59.2% |
| 6M | +103.5% | +6.5% | +97.0% | +91.0% |
| YTD | -4.8% | +25.9% | -30.7% | -21.0% |
| 1Y | -2.4% | +52.3% | -54.7% | -29.2% |
| 3Y | +11.7% | +94.6% | -82.9% | -31.6% |
| 5Y | -68.9% | +111.1% | -180.0% | -83.4% |
| All | -38.4% | +155.5% | -193.9% | -65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling