+114.6%
ROST vs RMBS
+265.4%
-150.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.1% |
| 7D | +0.2% | +1.8% | -1.6% | 0.0% |
| 30D | -6.9% | -13.9% | +7.0% | -5.3% |
| 3M | -3.3% | -39.8% | +36.5% | +2.3% |
| 6M | +9.0% | -6.0% | +15.1% | +6.2% |
| YTD | +28.9% | -5.4% | +34.2% | +24.0% |
| 1Y | +54.0% | -1.8% | +55.8% | +45.5% |
| 3Y | +100.7% | +53.7% | +47.1% | +63.9% |
| All | +114.6% | +265.4% | -150.8% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling