+375.0%
RCL vs ROST
+317.2%
+57.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.2% |
| 7D | +8.5% | +3.2% | +5.3% | +5.9% |
| 30D | +20.4% | +7.4% | +13.0% | +13.7% |
| 3M | +11.0% | -6.1% | +17.0% | +15.7% |
| 6M | +24.9% | +6.2% | +18.6% | +16.5% |
| YTD | +23.9% | +33.4% | -9.6% | -4.2% |
| 1Y | +30.8% | +48.8% | -18.0% | -7.3% |
| 3Y | +270.4% | +99.5% | +170.9% | +99.4% |
| 5Y | +296.1% | +112.7% | +183.4% | +94.2% |
| 10Y | +375.0% | +316.4% | +58.6% | +83.2% |
| All | +375.0% | +317.2% | +57.9% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling