-62.1%
W vs ROST
+111.1%
-173.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +6.5% | +0.2% | +6.3% | +6.2% |
| 30D | -6.2% | -10.0% | +3.8% | +3.3% |
| 3M | +48.9% | +1.2% | +47.7% | +44.4% |
| 6M | +31.2% | +8.9% | +22.2% | +17.0% |
| YTD | -0.4% | +28.1% | -28.5% | -25.1% |
| 1Y | +14.8% | +53.0% | -38.1% | -28.4% |
| 3Y | +40.5% | +97.9% | -57.3% | -31.2% |
| 5Y | -62.1% | +112.0% | -174.1% | -85.1% |
| All | -62.1% | +111.1% | -173.2% | -85.1% |
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