-27.0%
RKT vs ROST
+170.0%
-197.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -7.2% | -2.5% | -4.8% | -6.2% |
| 30D | -7.9% | -10.3% | +2.4% | -3.4% |
| 3M | +5.2% | -2.6% | +7.8% | +5.9% |
| 6M | -14.9% | +6.5% | -21.4% | -17.8% |
| YTD | -31.9% | +25.9% | -57.8% | -39.0% |
| 1Y | -36.9% | +52.3% | -89.2% | -48.0% |
| 3Y | +35.7% | +94.6% | -58.8% | -0.6% |
| 5Y | -9.7% | +111.1% | -120.8% | -39.3% |
| All | -27.0% | +170.0% | -197.0% | -55.0% |
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 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