-24.1%
RKT vs ROST
+177.4%
-201.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | -9.0% | +0.3% | -9.2% | -9.1% |
| 30D | +30.2% | +0.5% | +29.7% | +29.8% |
| 3M | -8.8% | -5.2% | -3.6% | -6.9% |
| 6M | -0.9% | +9.8% | -10.8% | -6.2% |
| YTD | -29.2% | +29.4% | -58.6% | -37.5% |
| 1Y | -20.1% | +44.4% | -64.4% | -32.8% |
| 3Y | +81.3% | +95.0% | -13.7% | +32.1% |
| 5Y | -6.6% | +111.9% | -118.5% | -37.8% |
| All | -24.1% | +177.4% | -201.5% | -53.9% |
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