+4,549.4%
RCL vs ROST
+61,065.2%
-56,515.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -5.1% | +0.9% | -6.0% | -5.5% |
| 30D | -19.0% | -8.9% | -10.1% | -15.7% |
| 3M | -9.6% | -0.8% | -8.8% | -9.5% |
| 6M | -6.7% | +8.5% | -15.2% | -10.4% |
| YTD | -3.9% | +28.6% | -32.5% | -14.8% |
| 1Y | -25.1% | +52.3% | -77.4% | -38.4% |
| 3Y | +179.1% | +94.8% | +84.3% | +104.3% |
| 5Y | +243.3% | +110.8% | +132.5% | +141.1% |
| 10Y | +325.8% | +304.5% | +21.2% | +146.4% |
| All | +4,549.4% | +61,065.2% | -56,515.8% | +855.0% |
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