+301.5%
ROST vs CAPR
-65.7%
+367.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.9% | +4.6% | -2.2% |
| 7D | +0.3% | +5.9% | -5.6% | +0.1% |
| 30D | +0.5% | +44.6% | -44.1% | -0.2% |
| 3M | -5.2% | +126.4% | -131.6% | -6.9% |
| 6M | +9.8% | -68.6% | +78.4% | +10.4% |
| YTD | +29.4% | -67.0% | +96.4% | +29.7% |
| 1Y | +44.4% | +65.2% | -20.8% | +35.5% |
| 3Y | +95.0% | +235.6% | -140.6% | +73.4% |
| 5Y | +111.9% | +175.4% | -63.6% | +86.1% |
| All | +301.5% | -65.7% | +367.2% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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