+96.1%
ROST vs RSG
+56.5%
+39.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.2% |
| 30D | -10.3% | +2.8% | -13.1% | -10.7% |
| 3M | -2.6% | +4.3% | -6.9% | -3.4% |
| 6M | +6.5% | -0.5% | +7.1% | +6.6% |
| YTD | +25.9% | +5.2% | +20.7% | +24.1% |
| 1Y | +52.3% | -2.1% | +54.5% | +52.9% |
| All | +96.1% | +56.5% | +39.6% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling