+99.1%
ROST vs BBAI
-71.3%
+170.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.6% | +2.3% |
| 7D | +0.2% | -1.7% | +1.9% | +0.2% |
| 30D | -6.9% | -12.0% | +5.1% | -6.7% |
| 3M | -3.3% | -30.7% | +27.4% | -3.0% |
| 6M | +9.0% | -30.7% | +39.7% | +9.3% |
| YTD | +28.9% | -46.9% | +75.7% | +29.5% |
| 1Y | +54.0% | -41.1% | +95.0% | +54.3% |
| 3Y | +100.7% | +65.9% | +34.8% | +97.2% |
| 5Y | +116.0% | -70.9% | +186.9% | +108.6% |
| All | +99.1% | -71.3% | +170.4% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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