+102.9%
ROST vs RVMD
+634.9%
-532.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +0.2% | -1.2% | +1.4% | +0.4% |
| 30D | -10.0% | +1.1% | -11.0% | -10.2% |
| 3M | +1.2% | +39.6% | -38.4% | -3.3% |
| 6M | +8.9% | +110.7% | -101.7% | -2.6% |
| YTD | +28.1% | +160.3% | -132.2% | +10.1% |
| 1Y | +53.0% | +404.9% | -352.0% | +19.0% |
| 3Y | +97.9% | +545.5% | -447.6% | +42.3% |
| 5Y | +112.0% | +584.7% | -472.7% | +41.1% |
| All | +102.9% | +634.9% | -532.0% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling