+2,926.4%
V vs ROST
+3,826.9%
-900.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -1.7% | +0.9% | -2.6% | -2.1% |
| 30D | +2.0% | -8.9% | +10.9% | +5.8% |
| 3M | +17.4% | -0.8% | +18.2% | +17.2% |
| 6M | +17.5% | +8.5% | +9.0% | +12.4% |
| YTD | +7.6% | +28.6% | -21.0% | -4.4% |
| 1Y | +7.7% | +52.3% | -44.6% | -11.2% |
| 3Y | +54.7% | +94.8% | -40.2% | +12.5% |
| 5Y | +73.0% | +110.8% | -37.7% | +16.7% |
| 10Y | +390.9% | +304.5% | +86.3% | +129.0% |
| All | +2,926.4% | +3,826.9% | -900.5% | +253.5% |
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