+317.8%
ROST vs BAH
+211.3%
+106.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.8% | -1.6% | -0.2% | -1.4% |
| 30D | +6.8% | +18.0% | -11.2% | +1.8% |
| 3M | -4.0% | +11.4% | -15.4% | -7.3% |
| 6M | +12.9% | +17.7% | -4.8% | +6.5% |
| YTD | +34.7% | +5.4% | +29.4% | +29.4% |
| 1Y | +49.5% | +2.8% | +46.7% | +44.4% |
| 3Y | +101.5% | -26.7% | +128.1% | +108.5% |
| 5Y | +120.7% | +8.1% | +112.6% | +91.9% |
| 10Y | +317.8% | +202.5% | +115.3% | +172.1% |
| All | +317.8% | +211.3% | +106.5% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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