+312.1%
ROST vs OMC
+34.2%
+277.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.6% |
| 7D | +0.2% | -4.4% | +4.6% | +2.2% |
| 30D | -6.9% | -7.6% | +0.7% | -3.7% |
| 3M | -3.3% | +4.5% | -7.8% | -6.1% |
| 6M | +9.0% | -0.3% | +9.3% | +7.8% |
| YTD | +28.9% | -0.1% | +29.0% | +25.4% |
| 1Y | +54.0% | +4.6% | +49.3% | +45.4% |
| 3Y | +100.7% | +10.5% | +90.3% | +77.2% |
| 5Y | +116.0% | +31.7% | +84.3% | +66.2% |
| All | +312.1% | +34.2% | +277.9% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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