+306.9%
ROST vs RF
+279.4%
+27.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +1.2% | -0.9% | +2.1% | +1.7% |
| 30D | +2.5% | +6.0% | -3.6% | 0.0% |
| 3M | -9.0% | -8.9% | -0.1% | -5.4% |
| 6M | +1.3% | +2.3% | -1.0% | 0.0% |
| YTD | +29.1% | +7.6% | +21.5% | +24.1% |
| 1Y | +45.4% | +21.2% | +24.3% | +32.8% |
| 3Y | +94.9% | +108.5% | -13.7% | +34.1% |
| 5Y | +104.0% | +43.2% | +60.8% | +61.5% |
| All | +306.9% | +279.4% | +27.5% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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