+203.4%
W vs ROST
+622.2%
-418.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.0% |
| 7D | -7.4% | -1.8% | -5.6% | -6.0% |
| 30D | +7.8% | +6.8% | +1.0% | +3.2% |
| 3M | +10.9% | -4.0% | +14.9% | +13.8% |
| 6M | +86.4% | +12.9% | +73.5% | +67.9% |
| YTD | +14.0% | +34.7% | -20.8% | -9.5% |
| 1Y | +3.5% | +49.5% | -46.0% | -23.8% |
| 3Y | +164.8% | +101.5% | +63.3% | +61.7% |
| 5Y | -53.1% | +120.7% | -173.8% | -73.1% |
| 10Y | +220.4% | +317.8% | -97.4% | +25.8% |
| All | +203.4% | +622.2% | -418.9% | +1.0% |
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