+9.4%
ROST vs BEN
+16.3%
-6.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +0.9% | +11.3% | -10.5% | -1.1% |
| 30D | +5.1% | +15.0% | -9.9% | +3.3% |
| 3M | -4.3% | +7.8% | -12.1% | -5.5% |
| 6M | +9.4% | +15.5% | -6.1% | +7.4% |
| All | +9.4% | +16.3% | -6.9% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling