+301.5%
ROST vs RBA
+207.2%
+94.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.6% |
| 7D | +0.3% | +1.7% | -1.5% | -0.2% |
| 30D | +0.5% | +8.3% | -7.9% | -1.9% |
| 3M | -5.2% | +10.5% | -15.8% | -8.2% |
| 6M | +9.8% | -5.9% | +15.7% | +10.5% |
| YTD | +29.4% | -6.9% | +36.3% | +29.6% |
| 1Y | +44.4% | -4.9% | +49.2% | +43.5% |
| 3Y | +95.0% | +64.5% | +30.5% | +60.2% |
| 5Y | +111.9% | +46.1% | +65.8% | +76.0% |
| All | +301.5% | +207.2% | +94.3% | +121.6% |
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