+69,276.2%
ROST vs BBY
+73,712.5%
-4,436.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -2.2% | +1.2% | -3.4% | -2.5% |
| 30D | -11.4% | +6.8% | -18.2% | -12.8% |
| 3M | -1.6% | +18.7% | -20.4% | -5.6% |
| 6M | +6.8% | +37.3% | -30.5% | -1.4% |
| YTD | +25.8% | +35.3% | -9.5% | +16.0% |
| 1Y | +52.4% | +20.7% | +31.7% | +44.0% |
| 3Y | +94.4% | +39.4% | +54.9% | +73.7% |
| 5Y | +108.2% | -1.5% | +109.7% | +98.5% |
| 10Y | +308.5% | +239.8% | +68.7% | +191.1% |
| All | +69,276.2% | +73,712.5% | -4,436.2% | +14,668.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling