+108.2%
ROST vs BAX
-67.6%
+175.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | -2.2% | -5.1% | +2.9% | -1.4% |
| 30D | -11.4% | -12.2% | +0.7% | -9.5% |
| 3M | -1.6% | +21.8% | -23.4% | -5.2% |
| 6M | +6.8% | +36.3% | -29.5% | +0.8% |
| YTD | +25.8% | +27.8% | -2.0% | +19.1% |
| 1Y | +52.4% | -0.1% | +52.5% | +49.8% |
| 3Y | +94.4% | -33.3% | +127.7% | +101.7% |
| 5Y | +108.2% | -67.1% | +175.3% | +156.8% |
| All | +108.2% | -67.6% | +175.8% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling