+164.6%
RTX vs ROST
+111.8%
+52.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -10.6% | -10.0% | -0.6% | -8.9% |
| 3M | +11.6% | +1.2% | +10.4% | +11.1% |
| 6M | -4.5% | +8.9% | -13.5% | -6.5% |
| YTD | +9.6% | +28.1% | -18.5% | +3.9% |
| 1Y | +30.8% | +53.0% | -22.1% | +19.6% |
| 3Y | +152.8% | +97.9% | +55.0% | +115.6% |
| All | +164.6% | +111.8% | +52.8% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling