-22.7%
U vs ROST
+162.5%
-185.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.6% | +6.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.2% |
| 30D | +27.6% | +0.5% | +27.1% | +26.0% |
| 3M | +15.3% | -5.2% | +20.6% | +17.7% |
| 6M | +96.4% | +9.8% | +86.6% | +79.2% |
| YTD | +19.6% | +29.4% | -9.8% | -3.6% |
| 1Y | +42.1% | +44.4% | -2.2% | +5.9% |
| 3Y | +87.5% | +95.0% | -7.5% | +13.4% |
| 5Y | -73.1% | +111.9% | -185.0% | -86.1% |
| All | -22.7% | +162.5% | -185.2% | -57.6% |
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 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