+316.4%
ROST vs RL
+369.1%
-52.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +3.2% | +1.3% | +1.9% | +2.6% |
| 30D | +7.4% | +7.6% | -0.2% | +4.3% |
| 3M | -6.1% | -1.5% | -4.5% | -5.7% |
| 6M | +6.2% | +12.1% | -5.8% | +0.4% |
| YTD | +33.4% | +13.9% | +19.5% | +24.3% |
| 1Y | +48.8% | +20.7% | +28.1% | +35.2% |
| 3Y | +99.5% | +260.6% | -161.0% | +8.6% |
| 5Y | +112.7% | +248.9% | -136.2% | +13.3% |
| 10Y | +316.4% | +355.9% | -39.5% | +76.5% |
| All | +316.4% | +369.1% | -52.7% | +76.5% |
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