+3,269.1%
ROST vs CAPR
-99.1%
+3,368.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +0.9% | -2.0% | +2.9% | +1.0% |
| 30D | -8.9% | +139.2% | -148.1% | -10.0% |
| 3M | -0.8% | -66.4% | +65.5% | -0.4% |
| 6M | +8.5% | -63.1% | +71.6% | +8.8% |
| YTD | +28.6% | -67.4% | +96.0% | +29.0% |
| 1Y | +52.3% | +58.2% | -5.9% | +45.8% |
| 3Y | +94.8% | +42.2% | +52.6% | +83.3% |
| 5Y | +110.8% | +87.3% | +23.5% | +96.0% |
| 10Y | +304.5% | -75.3% | +379.8% | +261.4% |
| All | +3,269.1% | -99.1% | +3,368.1% | +2,693.6% |
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