+25.3%
U vs ROST
+46.7%
-21.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.0% |
| 7D | +2.8% | +0.9% | +2.0% | +2.8% |
| 30D | +7.6% | +5.1% | +2.5% | +6.8% |
| 3M | +12.7% | -4.3% | +16.9% | +12.5% |
| 6M | +87.0% | +9.4% | +77.5% | +83.8% |
| YTD | +13.6% | +32.5% | -18.9% | +3.7% |
| 1Y | +25.3% | +46.9% | -21.6% | +11.1% |
| All | +25.3% | +46.7% | -21.4% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling