+238.8%
RCL vs ROST
+110.7%
+128.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -17.3% | -10.2% | -7.2% | -11.8% |
| 3M | -2.8% | +1.0% | -3.8% | -3.8% |
| 6M | -4.4% | +8.7% | -13.1% | -10.1% |
| YTD | -4.2% | +27.8% | -32.0% | -19.6% |
| 1Y | -23.4% | +52.7% | -76.0% | -42.9% |
| 3Y | +179.4% | +97.5% | +81.9% | +70.1% |
| 5Y | +238.8% | +111.6% | +127.2% | +95.3% |
| All | +238.8% | +110.7% | +128.1% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling