+108.2%
ROST vs BBAI
-71.3%
+179.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.7% |
| 7D | -2.2% | -4.1% | +1.8% | -2.2% |
| 30D | -11.4% | -12.4% | +1.0% | -11.3% |
| 3M | -1.6% | -29.1% | +27.4% | -1.3% |
| 6M | +6.8% | -32.6% | +39.4% | +7.1% |
| YTD | +25.8% | -47.6% | +73.4% | +26.4% |
| 1Y | +52.4% | -41.0% | +93.4% | +52.7% |
| 3Y | +94.4% | +67.5% | +26.9% | +91.0% |
| 5Y | +108.2% | -71.3% | +179.5% | +97.3% |
| All | +108.2% | -71.3% | +179.5% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling