+14,674.1%
ROST vs RL
+1,476.5%
+13,197.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | +1.2% | -4.2% | +5.4% | +2.8% |
| 30D | +2.5% | +4.3% | -1.8% | +1.0% |
| 3M | -9.0% | -4.6% | -4.4% | -7.6% |
| 6M | +1.3% | +1.7% | -0.4% | -0.2% |
| YTD | +29.1% | +7.3% | +21.7% | +24.0% |
| 1Y | +45.4% | +20.8% | +24.6% | +33.9% |
| 3Y | +94.9% | +247.0% | -152.1% | +18.9% |
| 5Y | +104.0% | +225.5% | -121.5% | +24.4% |
| 10Y | +314.8% | +363.0% | -48.2% | +108.9% |
| All | +14,674.1% | +1,476.5% | +13,197.6% | +3,471.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling