+303.0%
ROST vs CAPR
-77.1%
+380.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | +0.2% | -9.5% | +9.7% | +0.4% |
| 30D | -10.0% | +121.5% | -131.5% | -11.3% |
| 3M | +1.2% | -65.4% | +66.6% | +1.8% |
| 6M | +8.9% | -67.5% | +76.5% | +9.5% |
| YTD | +28.1% | -68.6% | +96.7% | +28.7% |
| 1Y | +53.0% | +42.7% | +10.3% | +44.1% |
| 3Y | +97.9% | +43.4% | +54.5% | +79.8% |
| 5Y | +112.0% | +86.0% | +25.9% | +88.3% |
| 10Y | +303.0% | -77.4% | +380.4% | +243.7% |
| All | +303.0% | -77.1% | +380.1% | +243.7% |
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