+308.5%
ROST vs RL
+297.6%
+10.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -0.4% |
| 7D | -2.2% | -0.3% | -2.0% | -2.2% |
| 30D | -11.4% | -17.5% | +6.1% | -4.4% |
| 3M | -1.6% | -14.0% | +12.4% | +4.1% |
| 6M | +6.8% | -2.0% | +8.8% | +6.3% |
| YTD | +25.8% | -4.6% | +30.4% | +26.0% |
| 1Y | +52.4% | +9.5% | +42.9% | +43.8% |
| 3Y | +94.4% | +200.5% | -106.1% | +14.1% |
| 5Y | +108.2% | +226.3% | -118.0% | +13.4% |
| 10Y | +308.5% | +304.8% | +3.7% | +85.6% |
| All | +308.5% | +297.6% | +10.9% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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