+163.6%
W vs ROST
+589.2%
-425.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -4.2% | +0.9% | -5.1% | -4.8% |
| 30D | -7.6% | -8.9% | +1.3% | -1.6% |
| 3M | +37.2% | -0.8% | +38.0% | +36.5% |
| 6M | +26.3% | +8.5% | +17.8% | +17.4% |
| YTD | -1.0% | +28.6% | -29.6% | -18.7% |
| 1Y | +20.1% | +52.3% | -32.3% | -12.9% |
| 3Y | +37.8% | +94.8% | -57.1% | -13.6% |
| 5Y | -63.7% | +110.8% | -174.4% | -78.4% |
| 10Y | +156.3% | +304.5% | -148.2% | +3.6% |
| All | +163.6% | +589.2% | -425.6% | -9.3% |
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