+52.7%
ROST vs BG
+7.2%
+45.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +6.2% |
| 7D | +7.8% | -3.8% | +11.6% | +7.6% |
| 30D | +8.6% | -9.6% | +18.2% | +8.1% |
| 3M | -1.9% | -8.5% | +6.6% | -2.4% |
| 6M | +9.1% | -23.0% | +32.2% | +9.1% |
| YTD | +37.2% | +10.9% | +26.4% | +22.9% |
| 1Y | +52.7% | +6.0% | +46.8% | +39.9% |
| All | +52.7% | +7.2% | +45.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling