+114.6%
ROST vs ROIV
+295.0%
-180.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.8% | -19.3% | -2.1% |
| 7D | 0.0% | +20.2% | -20.1% | -1.6% |
| 30D | -10.2% | +14.1% | -24.3% | -11.3% |
| 3M | +1.0% | +45.6% | -44.6% | -2.3% |
| 6M | +8.7% | +44.1% | -35.4% | +5.1% |
| YTD | +27.8% | +91.2% | -63.3% | +20.6% |
| 1Y | +52.7% | +221.3% | -168.6% | +37.9% |
| 3Y | +97.5% | +229.2% | -131.7% | +76.0% |
| 5Y | +111.6% | +316.5% | -204.9% | +80.0% |
| All | +114.6% | +295.0% | -180.5% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling