+308.5%
ROST vs ROP
+132.1%
+176.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.1% |
| 7D | -2.2% | -6.1% | +3.9% | +0.9% |
| 30D | -11.4% | -3.4% | -8.1% | -10.1% |
| 3M | -1.6% | +16.7% | -18.3% | -10.1% |
| 6M | +6.8% | +8.1% | -1.2% | +1.1% |
| YTD | +25.8% | -11.7% | +37.5% | +32.0% |
| 1Y | +52.4% | -24.2% | +76.6% | +73.8% |
| 3Y | +94.4% | -19.0% | +113.3% | +109.6% |
| 5Y | +108.2% | -15.9% | +124.1% | +116.5% |
| 10Y | +308.5% | +135.7% | +172.8% | +180.4% |
| All | +308.5% | +132.1% | +176.4% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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