+52.7%
ROST vs RRX
+30.0%
+22.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.6% | +9.7% | +6.5% |
| 7D | +7.8% | +7.6% | +0.2% | +6.8% |
| 30D | +8.6% | +7.5% | +1.0% | +7.5% |
| 3M | -1.9% | -21.0% | +19.1% | +0.4% |
| 6M | +9.1% | -18.1% | +27.2% | +10.5% |
| YTD | +37.2% | +24.3% | +13.0% | +23.6% |
| 1Y | +52.7% | +29.3% | +23.4% | +34.9% |
| All | +52.7% | +30.0% | +22.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling