+301.5%
ROST vs RIG
-46.1%
+347.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.5% | -2.7% |
| 7D | +0.3% | +5.7% | -5.5% | -0.3% |
| 30D | +0.5% | -0.7% | +1.2% | +0.3% |
| 3M | -5.2% | -3.1% | -2.1% | -5.4% |
| 6M | +9.8% | -16.3% | +26.1% | +10.8% |
| YTD | +29.4% | +34.1% | -4.8% | +23.9% |
| 1Y | +44.4% | +38.2% | +6.2% | +37.7% |
| 3Y | +95.0% | -15.3% | +110.3% | +89.6% |
| 5Y | +111.9% | +62.5% | +49.4% | +83.6% |
| All | +301.5% | -46.1% | +347.5% | +223.1% |
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