+11,673.9%
ROST vs RBA
+3,565.6%
+8,108.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.9% | -2.9% | +3.9% | +1.6% |
| 30D | -8.9% | -12.3% | +3.4% | -6.4% |
| 3M | -0.8% | -20.5% | +19.7% | +3.5% |
| 6M | +8.5% | -18.5% | +27.0% | +12.5% |
| YTD | +28.6% | -18.2% | +46.8% | +32.8% |
| 1Y | +52.3% | -27.5% | +79.8% | +61.3% |
| 3Y | +94.8% | +38.1% | +56.8% | +77.4% |
| 5Y | +110.8% | +44.8% | +66.0% | +86.5% |
| 10Y | +304.5% | +187.1% | +117.4% | +202.7% |
| All | +11,673.9% | +3,565.6% | +8,108.3% | +5,709.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling