+86.4%
U vs ROST
+100.4%
-14.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | +24.4% | +3.2% | +21.2% | +21.8% |
| 30D | +7.4% | +7.4% | -0.1% | +2.6% |
| 3M | +16.8% | -6.1% | +22.8% | +19.7% |
| 6M | +78.8% | +6.2% | +72.5% | +69.1% |
| YTD | +14.0% | +33.4% | -19.5% | -9.6% |
| 1Y | +16.7% | +48.8% | -32.1% | -15.1% |
| 3Y | +86.4% | +99.5% | -13.2% | +16.6% |
| All | +86.4% | +100.4% | -14.0% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling