+114.6%
ROST vs RSG
+89.9%
+24.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +2.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -6.9% | +4.0% | -10.8% | -8.1% |
| 3M | -3.3% | +7.4% | -10.7% | -5.9% |
| 6M | +9.0% | +0.1% | +8.9% | +8.7% |
| YTD | +28.9% | +6.0% | +22.8% | +25.2% |
| 1Y | +54.0% | -3.0% | +57.0% | +55.0% |
| 3Y | +100.7% | +56.5% | +44.2% | +57.1% |
| All | +114.6% | +89.9% | +24.8% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling