+114.6%
ROST vs BBY
+1.5%
+113.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.7% | +1.4% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -6.9% | +9.4% | -16.3% | -9.6% |
| 3M | -3.3% | +19.3% | -22.7% | -8.9% |
| 6M | +9.0% | +47.9% | -38.9% | -5.1% |
| YTD | +28.9% | +39.6% | -10.7% | +13.7% |
| 1Y | +54.0% | +22.2% | +31.8% | +41.8% |
| 3Y | +100.7% | +45.0% | +55.7% | +63.6% |
| All | +114.6% | +1.5% | +113.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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