+268.6%
RTX vs ROST
+317.2%
-48.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -1.7% | +3.2% | -4.9% | -3.1% |
| 30D | +7.7% | +7.4% | +0.3% | +4.5% |
| 3M | -10.3% | -6.1% | -4.3% | -8.4% |
| 6M | +14.6% | +6.2% | +8.4% | +10.4% |
| YTD | +10.4% | +33.4% | -23.1% | -3.6% |
| 1Y | +13.5% | +48.8% | -35.3% | -5.5% |
| 3Y | +158.6% | +99.5% | +59.1% | +83.3% |
| 5Y | +147.3% | +112.7% | +34.6% | +63.3% |
| 10Y | +268.6% | +316.4% | -47.8% | +91.2% |
| All | +268.6% | +317.2% | -48.5% | +91.2% |
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