+302.7%
ROST vs BB
-0.1%
+302.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | -2.5% | -2.1% | -0.4% | -2.3% |
| 30D | -10.3% | -16.0% | +5.8% | -8.6% |
| 3M | -2.6% | -14.5% | +11.9% | -2.1% |
| 6M | +6.5% | +118.6% | -112.0% | -5.5% |
| YTD | +25.9% | +98.9% | -73.0% | +12.9% |
| 1Y | +52.3% | +99.5% | -47.1% | +35.9% |
| 3Y | +94.6% | +65.4% | +29.2% | +70.6% |
| 5Y | +111.1% | -27.6% | +138.7% | +98.9% |
| All | +302.7% | -0.1% | +302.8% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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