+308.5%
ROST vs RBA
+189.2%
+119.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -2.2% | -1.9% | -0.3% | -1.7% |
| 30D | -11.4% | -13.0% | +1.5% | -7.9% |
| 3M | -1.6% | -23.1% | +21.5% | +5.2% |
| 6M | +6.8% | -22.6% | +29.4% | +13.8% |
| YTD | +25.8% | -20.4% | +46.2% | +32.1% |
| 1Y | +52.4% | -29.6% | +82.0% | +65.9% |
| 3Y | +94.4% | +26.6% | +67.8% | +72.8% |
| 5Y | +108.2% | +38.2% | +70.0% | +74.1% |
| 10Y | +308.5% | +194.7% | +113.8% | +130.7% |
| All | +308.5% | +189.2% | +119.3% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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