+303.7%
ROST vs RF
+347.6%
-43.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.9% | +1.3% | -0.4% | +0.4% |
| 30D | -8.9% | -3.6% | -5.3% | -7.5% |
| 3M | -0.8% | +8.1% | -8.9% | -4.3% |
| 6M | +8.5% | +11.5% | -3.0% | +3.3% |
| YTD | +28.6% | +15.6% | +13.0% | +20.0% |
| 1Y | +52.3% | +15.7% | +36.7% | +41.8% |
| 3Y | +94.8% | +86.9% | +8.0% | +40.8% |
| 5Y | +110.8% | +89.8% | +20.9% | +46.4% |
| All | +303.7% | +347.6% | -43.9% | +97.2% |
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