+108.2%
ROST vs RIG
+64.1%
+44.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -2.2% | -8.2% | +6.0% | -1.6% |
| 30D | -11.4% | -0.2% | -11.3% | -11.5% |
| 3M | -1.6% | -2.7% | +1.1% | -1.6% |
| 6M | +6.8% | -7.5% | +14.3% | +6.8% |
| YTD | +25.8% | +38.3% | -12.4% | +21.6% |
| 1Y | +52.4% | +81.8% | -29.4% | +43.6% |
| 3Y | +94.4% | -30.2% | +124.6% | +93.6% |
| 5Y | +108.2% | +59.9% | +48.3% | +83.3% |
| All | +108.2% | +64.1% | +44.1% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling