-68.0%
U vs ROST
+111.1%
-179.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.0% |
| 7D | +4.5% | +0.2% | +4.2% | +4.3% |
| 30D | -0.6% | -10.0% | +9.4% | +8.1% |
| 3M | +48.4% | +1.2% | +47.2% | +45.1% |
| 6M | +115.4% | +8.9% | +106.4% | +93.5% |
| YTD | -3.2% | +28.1% | -31.3% | -26.0% |
| 1Y | -6.0% | +53.0% | -59.0% | -39.6% |
| 3Y | +13.5% | +97.9% | -84.4% | -44.4% |
| 5Y | -68.0% | +112.0% | -180.0% | -86.4% |
| All | -68.0% | +111.1% | -179.1% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling