+104.2%
ROST vs RVMD
+622.3%
-518.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.2% | -3.0% | +3.2% | +0.6% |
| 30D | -6.9% | -0.7% | -6.1% | -6.9% |
| 3M | -3.3% | +36.5% | -39.9% | -7.4% |
| 6M | +9.0% | +104.6% | -95.6% | -2.2% |
| YTD | +28.9% | +155.8% | -127.0% | +11.0% |
| 1Y | +54.0% | +340.7% | -286.7% | +22.3% |
| 3Y | +100.7% | +519.9% | -419.2% | +45.2% |
| 5Y | +116.0% | +584.9% | -468.9% | +43.6% |
| All | +104.2% | +622.3% | -518.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling