+9,685.3%
RTX vs ROST
+70,444.2%
-60,758.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.9% |
| 7D | -5.1% | +1.2% | -6.4% | -5.5% |
| 30D | +5.1% | +2.5% | +2.7% | +4.5% |
| 3M | -14.8% | -9.0% | -5.9% | -13.3% |
| 6M | +8.0% | +1.3% | +6.7% | +7.1% |
| YTD | +4.5% | +29.1% | -24.6% | -1.7% |
| 1Y | +9.8% | +45.4% | -35.6% | +0.7% |
| 3Y | +144.2% | +94.9% | +49.3% | +108.0% |
| 5Y | +131.4% | +104.0% | +27.4% | +91.2% |
| 10Y | +273.3% | +314.8% | -41.6% | +169.4% |
| All | +9,685.3% | +70,444.2% | -60,758.9% | +3,624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling