+108.2%
ROST vs RNG
-70.2%
+178.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -2.2% | -4.1% | +1.8% | -1.7% |
| 30D | -11.4% | +8.6% | -20.1% | -12.6% |
| 3M | -1.6% | +78.0% | -79.6% | -10.2% |
| 6M | +6.8% | +67.0% | -60.2% | -2.5% |
| YTD | +25.8% | +142.4% | -116.6% | +6.8% |
| 1Y | +52.4% | +120.4% | -68.0% | +30.9% |
| 3Y | +94.4% | +122.1% | -27.8% | +60.5% |
| 5Y | +108.2% | -69.8% | +178.1% | +133.3% |
| All | +108.2% | -70.2% | +178.4% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling