+112.0%
ROST vs RRC
+153.5%
-41.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.2% | -1.2% | +1.4% | +0.4% |
| 30D | -10.0% | +9.4% | -19.4% | -10.9% |
| 3M | +1.2% | +7.4% | -6.2% | +0.3% |
| 6M | +8.9% | +1.5% | +7.5% | +8.4% |
| YTD | +28.1% | +19.4% | +8.7% | +24.7% |
| 1Y | +53.0% | +24.2% | +28.7% | +47.8% |
| 3Y | +97.9% | +32.8% | +65.1% | +86.1% |
| 5Y | +112.0% | +152.9% | -40.9% | +78.5% |
| All | +112.0% | +153.5% | -41.5% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling