+99.9%
ROST vs BBAI
-80.9%
+180.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.7% | +5.4% | -2.3% |
| 7D | +0.3% | -14.0% | +14.2% | +0.4% |
| 30D | +0.5% | -12.4% | +12.9% | +0.6% |
| 3M | -5.2% | -42.8% | +37.6% | -4.7% |
| 6M | +9.8% | -54.6% | +64.5% | +10.7% |
| YTD | +29.4% | -64.6% | +94.0% | +30.6% |
| 1Y | +44.4% | -69.9% | +114.2% | +45.8% |
| 3Y | +95.0% | +7.3% | +87.7% | +92.5% |
| 5Y | +111.9% | -80.8% | +192.7% | +105.4% |
| All | +99.9% | -80.9% | +180.8% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling