+115.0%
ROST vs ROIV
+295.0%
-180.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.8% | -19.2% | -1.9% |
| 7D | +0.2% | +20.2% | -19.9% | -1.4% |
| 30D | -10.0% | +14.1% | -24.1% | -11.1% |
| 3M | +1.2% | +45.6% | -44.4% | -2.1% |
| 6M | +8.9% | +44.1% | -35.2% | +5.3% |
| YTD | +28.1% | +91.2% | -63.1% | +20.8% |
| 1Y | +53.0% | +221.3% | -168.3% | +38.2% |
| 3Y | +97.9% | +229.2% | -131.4% | +76.3% |
| 5Y | +112.0% | +316.5% | -204.5% | +80.3% |
| All | +115.0% | +295.0% | -180.1% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROIV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling