+115.9%
ROST vs ROIV
+232.7%
-116.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +0.9% | +0.6% | +0.3% | +0.9% |
| 30D | -8.9% | +1.0% | -9.9% | -9.0% |
| 3M | -0.8% | +18.3% | -19.1% | -2.4% |
| 6M | +8.5% | +18.3% | -9.8% | +6.6% |
| YTD | +28.6% | +61.0% | -32.4% | +23.1% |
| 1Y | +52.3% | +177.9% | -125.5% | +39.4% |
| 3Y | +94.8% | +199.1% | -104.2% | +75.3% |
| 5Y | +110.8% | +250.7% | -139.9% | +82.0% |
| All | +115.9% | +232.7% | -116.8% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling