+315.5%
ROST vs RF
+277.2%
+38.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | +6.6% | +7.0% | -0.5% | +3.6% |
| 3M | -7.0% | -7.0% | +0.1% | -4.1% |
| 6M | +5.4% | +6.8% | -1.4% | +2.1% |
| YTD | +32.4% | +9.9% | +22.4% | +26.1% |
| 1Y | +48.4% | +21.1% | +27.2% | +35.5% |
| 3Y | +99.5% | +119.6% | -20.2% | +34.0% |
| 5Y | +109.9% | +46.2% | +63.7% | +64.6% |
| 10Y | +315.5% | +261.5% | +54.0% | +121.1% |
| All | +315.5% | +277.2% | +38.3% | +121.1% |
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