+98.6%
ROST vs RL
+214.6%
-116.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.0% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | -8.9% | -7.8% | -1.1% | -6.8% |
| 3M | -0.8% | -4.0% | +3.2% | +0.1% |
| 6M | +8.5% | -1.9% | +10.4% | +8.4% |
| YTD | +28.6% | -0.2% | +28.8% | +27.4% |
| 1Y | +52.3% | +10.7% | +41.7% | +46.1% |
| All | +98.6% | +214.6% | -116.1% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling