+620.4%
ROST vs RNG
+327.7%
+292.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.1% |
| 7D | +0.9% | +5.8% | -4.8% | +0.2% |
| 30D | -8.9% | +19.6% | -28.5% | -11.2% |
| 3M | -0.8% | +67.0% | -67.8% | -8.2% |
| 6M | +8.5% | +88.4% | -79.9% | -2.1% |
| YTD | +28.6% | +155.5% | -126.9% | +9.8% |
| 1Y | +52.3% | +141.7% | -89.3% | +30.7% |
| 3Y | +94.8% | +131.1% | -36.2% | +63.2% |
| 5Y | +110.8% | -70.6% | +181.3% | +120.1% |
| 10Y | +304.5% | +228.2% | +76.3% | +194.6% |
| All | +620.4% | +327.7% | +292.6% | +408.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling