+114.6%
ROST vs RRX
+17.8%
+96.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.5% |
| 7D | +0.2% | -0.3% | +0.6% | +0.3% |
| 30D | -6.9% | -6.1% | -0.7% | -5.6% |
| 3M | -3.3% | -23.1% | +19.7% | +1.5% |
| 6M | +9.0% | -19.5% | +28.6% | +12.1% |
| YTD | +28.9% | +16.1% | +12.8% | +19.0% |
| 1Y | +54.0% | +12.9% | +41.0% | +42.4% |
| 3Y | +100.7% | +7.9% | +92.8% | +81.0% |
| All | +114.6% | +17.8% | +96.8% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling