+308.5%
ROST vs RRC
+4.5%
+303.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | -11.4% | +3.6% | -15.0% | -11.7% |
| 3M | -1.6% | +8.8% | -10.5% | -2.6% |
| 6M | +6.8% | +0.8% | +6.0% | +6.4% |
| YTD | +25.8% | +19.0% | +6.8% | +23.1% |
| 1Y | +52.4% | +22.9% | +29.5% | +48.3% |
| 3Y | +94.4% | +32.3% | +62.1% | +85.4% |
| 5Y | +108.2% | +151.6% | -43.4% | +81.9% |
| 10Y | +308.5% | +5.5% | +303.0% | +237.2% |
| All | +308.5% | +4.5% | +303.9% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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