+308.5%
ROST vs BAH
+186.6%
+121.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | -11.4% | -6.6% | -4.8% | -9.7% |
| 3M | -1.6% | -7.2% | +5.5% | -0.1% |
| 6M | +6.8% | -10.0% | +16.8% | +8.8% |
| YTD | +25.8% | -12.5% | +38.3% | +27.9% |
| 1Y | +52.4% | -27.9% | +80.3% | +63.9% |
| 3Y | +94.4% | -31.4% | +125.8% | +102.9% |
| 5Y | +108.2% | -3.2% | +111.4% | +86.1% |
| 10Y | +308.5% | +191.5% | +117.0% | +183.6% |
| All | +308.5% | +186.6% | +121.9% | +183.6% |
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