+10,552.8%
ROST vs RSG
+2,013.0%
+8,539.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -11.4% | +3.7% | -15.1% | -12.3% |
| 3M | -1.6% | +6.2% | -7.8% | -3.4% |
| 6M | +6.8% | -2.8% | +9.6% | +7.2% |
| YTD | +25.8% | +5.9% | +19.9% | +23.3% |
| 1Y | +52.4% | -1.8% | +54.2% | +52.2% |
| 3Y | +94.4% | +57.5% | +36.9% | +69.8% |
| 5Y | +108.2% | +91.1% | +17.1% | +72.3% |
| 10Y | +308.5% | +428.1% | -119.6% | +169.3% |
| All | +10,552.8% | +2,013.0% | +8,539.8% | +6,061.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling