+350.6%
RCL vs ROST
+306.3%
+44.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -17.3% | -10.0% | -7.4% | -10.5% |
| 3M | -2.8% | +1.2% | -4.0% | -4.4% |
| 6M | -4.4% | +8.9% | -13.3% | -11.8% |
| YTD | -4.2% | +28.1% | -32.2% | -23.1% |
| 1Y | -23.4% | +53.0% | -76.3% | -46.9% |
| 3Y | +179.4% | +97.9% | +81.5% | +51.8% |
| 5Y | +238.8% | +112.0% | +126.8% | +66.2% |
| All | +350.6% | +306.3% | +44.3% | +69.5% |
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