+14,620.1%
ROST vs RL
+1,366.2%
+13,253.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.1% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -8.9% | -7.8% | -1.1% | -6.3% |
| 3M | -0.8% | -4.0% | +3.2% | +0.3% |
| 6M | +8.5% | -1.9% | +10.4% | +8.0% |
| YTD | +28.6% | -0.2% | +28.8% | +26.9% |
| 1Y | +52.3% | +10.7% | +41.7% | +44.6% |
| 3Y | +94.8% | +210.8% | -115.9% | +23.7% |
| 5Y | +110.8% | +238.2% | -127.5% | +26.5% |
| 10Y | +304.5% | +313.4% | -8.8% | +111.8% |
| All | +14,620.1% | +1,366.2% | +13,253.9% | +3,554.6% |
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 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