-9.7%
RKT vs ROST
+107.5%
-117.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -7.2% | -2.5% | -4.8% | -6.0% |
| 30D | -7.9% | -10.3% | +2.4% | -2.6% |
| 3M | +5.2% | -2.6% | +7.8% | +6.0% |
| 6M | -14.9% | +6.5% | -21.4% | -18.4% |
| YTD | -31.9% | +25.9% | -57.8% | -40.4% |
| 1Y | -36.9% | +52.3% | -89.2% | -50.0% |
| 3Y | +35.7% | +94.6% | -58.8% | -7.4% |
| 5Y | -9.7% | +111.1% | -120.8% | -44.8% |
| All | -9.7% | +107.5% | -117.2% | -44.8% |
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