+5,893.7%
RCL vs ROST
+63,377.7%
-57,484.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.5% |
| 7D | +8.5% | +3.2% | +5.3% | +7.1% |
| 30D | +20.4% | +7.4% | +13.0% | +16.6% |
| 3M | +11.0% | -6.1% | +17.0% | +13.8% |
| 6M | +24.9% | +6.2% | +18.6% | +20.5% |
| YTD | +23.9% | +33.4% | -9.6% | +7.8% |
| 1Y | +30.8% | +48.8% | -18.0% | +8.6% |
| 3Y | +270.4% | +99.5% | +170.9% | +167.7% |
| 5Y | +296.1% | +112.7% | +183.4% | +176.5% |
| 10Y | +375.0% | +316.4% | +58.6% | +170.7% |
| All | +5,893.7% | +63,377.7% | -57,484.0% | +1,109.0% |
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