+108.2%
ROST vs BB
-25.5%
+133.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.6% |
| 7D | -2.2% | +1.8% | -4.1% | -2.5% |
| 30D | -11.4% | -12.2% | +0.8% | -10.1% |
| 3M | -1.6% | -12.3% | +10.7% | -1.5% |
| 6M | +6.8% | +122.7% | -115.9% | -8.2% |
| YTD | +25.8% | +104.5% | -78.7% | +9.4% |
| 1Y | +52.4% | +106.7% | -54.3% | +31.4% |
| 3Y | +94.4% | +70.0% | +24.4% | +65.5% |
| 5Y | +108.2% | -27.8% | +136.0% | +103.1% |
| All | +108.2% | -25.5% | +133.7% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling