+96.0%
ROST vs BB
+66.7%
+29.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.7% |
| 7D | -2.2% | +1.8% | -4.1% | -2.3% |
| 30D | -11.4% | -12.2% | +0.8% | -10.8% |
| 3M | -1.6% | -12.3% | +10.7% | -1.7% |
| 6M | +6.8% | +122.7% | -115.9% | -2.0% |
| YTD | +25.8% | +104.5% | -78.7% | +16.2% |
| 1Y | +52.4% | +106.7% | -54.3% | +40.2% |
| All | +96.0% | +66.7% | +29.3% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling