+108.2%
ROST vs ROK
+45.0%
+63.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -11.4% | -1.8% | -9.6% | -11.0% |
| 3M | -1.6% | -7.2% | +5.6% | +0.1% |
| 6M | +6.8% | +14.2% | -7.3% | +1.5% |
| YTD | +25.8% | +10.6% | +15.2% | +20.0% |
| 1Y | +52.4% | +25.9% | +26.5% | +39.0% |
| 3Y | +94.4% | +50.8% | +43.6% | +60.6% |
| 5Y | +108.2% | +47.0% | +61.2% | +69.7% |
| All | +108.2% | +45.0% | +63.2% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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