+70,808.4%
ROST vs BAX
+900.4%
+69,907.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +0.9% | -1.1% | +2.1% | +1.2% |
| 30D | -8.9% | -5.5% | -3.4% | -7.6% |
| 3M | -0.8% | +33.5% | -34.4% | -8.5% |
| 6M | +8.5% | +35.9% | -27.4% | -0.7% |
| YTD | +28.6% | +35.4% | -6.8% | +16.8% |
| 1Y | +52.3% | +9.8% | +42.6% | +45.2% |
| 3Y | +94.8% | -32.7% | +127.6% | +104.8% |
| 5Y | +110.8% | -65.6% | +176.3% | +161.9% |
| 10Y | +304.5% | -34.9% | +339.4% | +317.8% |
| All | +70,808.4% | +900.4% | +69,907.9% | +29,559.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling