+94.5%
ROST vs BAH
-27.1%
+121.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -1.1% |
| 7D | +1.2% | -3.5% | +4.8% | +1.8% |
| 30D | +2.5% | +24.3% | -21.8% | -1.0% |
| 3M | -9.0% | +16.3% | -25.3% | -11.2% |
| 6M | +1.3% | +13.6% | -12.2% | -1.2% |
| YTD | +29.1% | +3.5% | +25.6% | +26.7% |
| 1Y | +45.4% | +2.7% | +42.7% | +42.7% |
| All | +94.5% | -27.1% | +121.6% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling