+116.9%
ROST vs RMBS
+249.7%
-132.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +0.9% | +21.9% | -21.1% | -1.5% |
| 30D | +5.1% | -13.4% | +18.6% | +6.4% |
| 3M | -4.3% | -15.9% | +11.6% | -3.1% |
| 6M | +9.4% | -34.8% | +44.2% | +12.9% |
| YTD | +32.5% | -7.5% | +40.0% | +26.9% |
| 1Y | +46.9% | -16.9% | +63.8% | +42.6% |
| 3Y | +98.1% | +35.5% | +62.6% | +66.6% |
| 5Y | +116.9% | +254.2% | -137.2% | +14.5% |
| All | +116.9% | +249.7% | -132.7% | +14.5% |
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 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