+3,281.4%
ROST vs CAPR
-99.1%
+3,380.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.4% | -1.8% |
| 7D | +1.2% | +41.1% | -39.8% | +0.8% |
| 30D | +2.5% | +11.1% | -8.6% | +2.3% |
| 3M | -9.0% | +115.3% | -124.3% | -10.0% |
| 6M | +1.3% | -73.8% | +75.2% | +2.0% |
| YTD | +29.1% | -68.8% | +97.9% | +29.4% |
| 1Y | +45.4% | +43.3% | +2.1% | +39.4% |
| 3Y | +94.9% | +214.7% | -119.8% | +81.3% |
| 5Y | +104.0% | +141.3% | -37.3% | +88.9% |
| 10Y | +314.8% | -67.0% | +381.8% | +269.9% |
| All | +3,281.4% | -99.1% | +3,380.5% | +2,703.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling