+312.1%
ROST vs RMBS
+566.4%
-254.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.0% |
| 7D | +0.2% | +1.8% | -1.6% | -0.1% |
| 30D | -6.9% | -13.9% | +7.0% | -4.4% |
| 3M | -3.3% | -39.8% | +36.5% | +5.3% |
| 6M | +9.0% | -6.0% | +15.1% | +4.9% |
| YTD | +28.9% | -5.4% | +34.2% | +21.7% |
| 1Y | +54.0% | -1.8% | +55.8% | +41.5% |
| 3Y | +100.7% | +53.7% | +47.1% | +49.0% |
| 5Y | +116.0% | +268.5% | -152.5% | +8.7% |
| All | +312.1% | +566.4% | -254.3% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling