+312.1%
ROST vs RNG
+222.9%
+89.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.2% | -6.1% | +6.3% | +1.1% |
| 30D | -6.9% | +9.6% | -16.5% | -8.2% |
| 3M | -3.3% | +83.3% | -86.6% | -11.7% |
| 6M | +9.0% | +77.9% | -68.9% | -1.0% |
| YTD | +28.9% | +139.9% | -111.1% | +10.6% |
| 1Y | +54.0% | +121.7% | -67.7% | +33.3% |
| 3Y | +100.7% | +121.9% | -21.1% | +68.1% |
| 5Y | +116.0% | -68.4% | +184.4% | +124.8% |
| All | +312.1% | +222.9% | +89.2% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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