+109.7%
ROST vs RDW
-0.7%
+110.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.5% |
| 7D | +0.2% | +0.9% | -0.6% | +0.1% |
| 30D | -6.9% | -21.3% | +14.4% | -5.6% |
| 3M | -3.3% | -37.9% | +34.5% | -1.1% |
| 6M | +9.0% | +12.3% | -3.2% | +5.9% |
| YTD | +28.9% | +39.7% | -10.9% | +21.7% |
| 1Y | +54.0% | +25.7% | +28.3% | +45.0% |
| 3Y | +100.7% | +230.8% | -130.1% | +60.1% |
| 5Y | +116.0% | -8.8% | +124.8% | +80.0% |
| All | +109.7% | -0.7% | +110.4% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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