-23.5%
RCL vs ROST
+51.1%
-74.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | -2.2% | -2.2% | 0.0% | -1.3% |
| 30D | -15.7% | -11.4% | -4.2% | -11.8% |
| 3M | -8.0% | -1.6% | -6.3% | -7.4% |
| 6M | -10.1% | +6.8% | -17.0% | -12.5% |
| YTD | -5.9% | +25.8% | -31.7% | -15.4% |
| 1Y | -23.5% | +52.4% | -75.9% | -37.5% |
| All | -23.5% | +51.1% | -74.6% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling