+285.2%
ROST vs INVH
+75.4%
+209.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +0.2% | -3.0% | +3.2% | +1.7% |
| 30D | -6.9% | -7.5% | +0.6% | -3.3% |
| 3M | -3.3% | -5.5% | +2.2% | -0.9% |
| 6M | +9.0% | +11.7% | -2.7% | +2.5% |
| YTD | +28.9% | +1.3% | +27.5% | +26.7% |
| 1Y | +54.0% | -6.1% | +60.1% | +57.0% |
| 3Y | +100.7% | -9.8% | +110.5% | +103.4% |
| 5Y | +116.0% | -19.7% | +135.7% | +129.9% |
| All | +285.2% | +75.4% | +209.9% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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