+71,250.3%
ROST vs OMC
+6,469.3%
+64,781.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -2.8% |
| 7D | +0.3% | +1.9% | -1.6% | -0.4% |
| 30D | +0.5% | +12.2% | -11.7% | -3.9% |
| 3M | -5.2% | +0.6% | -5.8% | -5.7% |
| 6M | +9.8% | +21.0% | -11.2% | +1.1% |
| YTD | +29.4% | +12.4% | +17.0% | +20.8% |
| 1Y | +44.4% | +25.4% | +18.9% | +29.0% |
| 3Y | +95.0% | +29.2% | +65.8% | +68.0% |
| 5Y | +111.9% | +52.6% | +59.3% | +68.7% |
| 10Y | +301.2% | +53.6% | +247.6% | +210.5% |
| All | +71,250.3% | +6,469.3% | +64,781.0% | +17,339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling