+10,266.7%
RTX vs ROST
+70,186.2%
-59,919.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -5.2% | +0.9% | -6.1% | -5.3% |
| 30D | -9.4% | -8.9% | -0.5% | -7.6% |
| 3M | +12.3% | -0.8% | +13.1% | +12.2% |
| 6M | -3.1% | +8.5% | -11.6% | -5.2% |
| YTD | +10.7% | +28.6% | -17.9% | +4.4% |
| 1Y | +28.4% | +52.3% | -23.9% | +16.6% |
| 3Y | +147.1% | +94.8% | +52.2% | +110.6% |
| 5Y | +167.2% | +110.8% | +56.5% | +119.4% |
| 10Y | +274.7% | +304.5% | -29.8% | +171.9% |
| All | +10,266.7% | +70,186.2% | -59,919.6% | +3,853.4% |
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 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