+196.2%
W vs ROST
+591.8%
-395.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.2% |
| 7D | -3.6% | +1.2% | -4.8% | -4.1% |
| 30D | +7.0% | +2.5% | +4.5% | +5.4% |
| 3M | +7.4% | -9.0% | +16.3% | +14.4% |
| 6M | +69.3% | +1.3% | +68.0% | +65.1% |
| YTD | +11.3% | +29.1% | -17.8% | -8.9% |
| 1Y | +13.2% | +45.4% | -32.2% | -15.0% |
| 3Y | +142.0% | +94.9% | +47.2% | +51.5% |
| 5Y | -54.6% | +104.0% | -158.6% | -72.6% |
| 10Y | +243.7% | +314.8% | -71.1% | +37.4% |
| All | +196.2% | +591.8% | -395.5% | +1.7% |
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