+111.6%
ROST vs CAPR
+87.6%
+24.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.6% |
| 7D | 0.0% | -9.5% | +9.5% | +0.1% |
| 30D | -10.2% | +121.5% | -131.7% | -10.6% |
| 3M | +1.0% | -65.4% | +66.4% | +1.3% |
| 6M | +8.7% | -67.5% | +76.3% | +9.0% |
| YTD | +27.8% | -68.6% | +96.4% | +28.1% |
| 1Y | +52.7% | +42.7% | +10.0% | +48.8% |
| 3Y | +97.5% | +43.4% | +54.1% | +84.4% |
| 5Y | +111.6% | +86.0% | +25.5% | +90.4% |
| All | +111.6% | +87.6% | +24.0% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling