+116.9%
ROST vs BEN
+29.7%
+87.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | +0.9% | +11.3% | -10.5% | -2.9% |
| 30D | +5.1% | +15.0% | -9.9% | +0.1% |
| 3M | -4.3% | +7.8% | -12.1% | -6.9% |
| 6M | +9.4% | +15.5% | -6.1% | +3.4% |
| YTD | +32.5% | +55.4% | -22.9% | +11.6% |
| 1Y | +46.9% | +63.3% | -16.4% | +21.3% |
| 3Y | +98.1% | +83.4% | +14.7% | +49.1% |
| 5Y | +116.9% | +28.1% | +88.9% | +96.5% |
| All | +116.9% | +29.7% | +87.2% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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