+312.1%
ROST vs RIG
-41.2%
+353.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.1% | +2.5% |
| 7D | +0.2% | -3.1% | +3.3% | +0.5% |
| 30D | -6.9% | -0.5% | -6.3% | -6.9% |
| 3M | -3.3% | -6.0% | +2.7% | -3.0% |
| 6M | +9.0% | -10.1% | +19.2% | +9.4% |
| YTD | +28.9% | +37.3% | -8.4% | +23.7% |
| 1Y | +54.0% | +73.9% | -19.9% | +43.8% |
| 3Y | +100.7% | -30.2% | +130.9% | +99.6% |
| 5Y | +116.0% | +62.5% | +53.6% | +87.8% |
| All | +312.1% | -41.2% | +353.3% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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