+303.0%
ROST vs OVV
+54.2%
+248.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.2% | -3.7% | +3.9% | +0.8% |
| 30D | -10.0% | +8.0% | -18.0% | -11.1% |
| 3M | +1.2% | +11.3% | -10.0% | -0.7% |
| 6M | +8.9% | +24.0% | -15.1% | +4.7% |
| YTD | +28.1% | +65.3% | -37.3% | +17.5% |
| 1Y | +53.0% | +60.2% | -7.2% | +40.6% |
| 3Y | +97.9% | +46.9% | +50.9% | +80.4% |
| 5Y | +112.0% | +158.7% | -46.7% | +69.7% |
| 10Y | +303.0% | +50.8% | +252.1% | +167.1% |
| All | +303.0% | +54.2% | +248.8% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded OVV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling