+302.7%
ROST vs BAX
-37.2%
+339.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.5% | -5.4% | +3.0% | -1.2% |
| 30D | -10.3% | -12.4% | +2.1% | -7.4% |
| 3M | -2.6% | +19.1% | -21.7% | -7.1% |
| 6M | +6.5% | +38.6% | -32.1% | -2.5% |
| YTD | +25.9% | +26.7% | -0.8% | +16.6% |
| 1Y | +52.3% | +1.0% | +51.3% | +48.7% |
| 3Y | +94.6% | -33.9% | +128.4% | +106.3% |
| 5Y | +111.1% | -67.0% | +178.1% | +180.6% |
| All | +302.7% | -37.2% | +339.9% | +382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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