+97.9%
ROST vs RVTY
+16.6%
+81.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -10.0% | +10.8% | -20.8% | -11.7% |
| 3M | +1.2% | +26.8% | -25.6% | -3.5% |
| 6M | +8.9% | +39.3% | -30.4% | +1.6% |
| YTD | +28.1% | +31.6% | -3.6% | +20.3% |
| 1Y | +53.0% | +47.7% | +5.3% | +40.2% |
| 3Y | +97.9% | +19.9% | +77.9% | +84.3% |
| All | +97.9% | +16.6% | +81.2% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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