+5.1%
W vs ROST
+43.7%
-38.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.8% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | +6.8% | +0.5% | +6.3% | +7.1% |
| 3M | +10.7% | -5.2% | +15.9% | +14.3% |
| 6M | +86.3% | +9.8% | +76.5% | +68.0% |
| YTD | +11.5% | +29.4% | -17.9% | -14.5% |
| 1Y | +5.1% | +44.4% | -39.3% | -28.9% |
| All | +5.1% | +43.7% | -38.6% | -28.9% |
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