+95.0%
ROST vs BAX
-18.0%
+113.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.5% | +4.1% | -3.6% | -0.2% |
| 3M | -5.2% | -4.5% | -0.7% | -4.7% |
| 6M | +9.8% | +49.2% | -39.4% | +3.4% |
| YTD | +29.4% | +35.2% | -5.9% | +22.3% |
| 1Y | +44.4% | +38.3% | +6.1% | +35.8% |
| 3Y | +95.0% | -19.0% | +114.0% | +98.8% |
| All | +95.0% | -18.0% | +113.0% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling