+1,599.5%
ROST vs BAH
+886.2%
+713.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.1% |
| 7D | +0.9% | -3.2% | +4.2% | +1.7% |
| 30D | -8.9% | +2.0% | -10.9% | -9.4% |
| 3M | -0.8% | -7.6% | +6.8% | +0.7% |
| 6M | +8.5% | -5.7% | +14.2% | +8.9% |
| YTD | +28.6% | -11.7% | +40.3% | +30.2% |
| 1Y | +52.3% | -27.4% | +79.7% | +61.6% |
| 3Y | +94.8% | -32.5% | +127.4% | +105.2% |
| 5Y | +110.8% | -3.3% | +114.1% | +98.6% |
| 10Y | +304.5% | +186.0% | +118.5% | +206.0% |
| All | +1,599.5% | +886.2% | +713.3% | +955.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling