+280.0%
RTX vs ROST
+308.3%
-28.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | -2.5% | +0.5% | -1.0% |
| 30D | -11.2% | -10.3% | -0.9% | -7.4% |
| 3M | +12.0% | -2.6% | +14.6% | +12.6% |
| 6M | -3.6% | +6.5% | -10.1% | -7.1% |
| YTD | +9.2% | +25.9% | -16.7% | -2.1% |
| 1Y | +29.7% | +52.3% | -22.6% | +6.8% |
| 3Y | +152.0% | +94.6% | +57.4% | +80.3% |
| 5Y | +165.8% | +111.1% | +54.7% | +74.4% |
| All | +280.0% | +308.3% | -28.3% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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