+70,520.4%
ROST vs RRX
+3,925.9%
+66,594.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.2% | +4.3% | -4.1% | -1.0% |
| 30D | -10.0% | -8.0% | -2.0% | -7.9% |
| 3M | +1.2% | -22.0% | +23.2% | +7.0% |
| 6M | +8.9% | -11.9% | +20.8% | +10.0% |
| YTD | +28.1% | +17.1% | +11.0% | +17.7% |
| 1Y | +53.0% | +14.9% | +38.1% | +40.6% |
| 3Y | +97.9% | +6.9% | +91.0% | +76.7% |
| 5Y | +112.0% | +19.6% | +92.4% | +79.6% |
| 10Y | +303.0% | +215.9% | +87.0% | +154.1% |
| All | +70,520.4% | +3,925.9% | +66,594.5% | +25,840.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling