+46.2%
ROST vs RMBS
-31.7%
+77.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.9% | +11.7% | -3.5% |
| 7D | +1.3% | -23.4% | +24.7% | +2.4% |
| 30D | +4.9% | -38.9% | +43.8% | +7.1% |
| 3M | -6.9% | -28.4% | +21.5% | -5.9% |
| 6M | +3.8% | -40.9% | +44.8% | +5.7% |
| YTD | +31.4% | -24.2% | +55.5% | +27.2% |
| 1Y | +46.2% | -35.8% | +82.0% | +43.6% |
| All | +46.2% | -31.7% | +77.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling