+52.3%
ROST vs BG
+50.1%
+2.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +0.9% | +2.8% | -1.9% | +1.0% |
| 30D | -8.9% | +12.0% | -20.9% | -8.9% |
| 3M | -0.8% | -7.7% | +6.9% | -0.4% |
| 6M | +8.5% | +4.5% | +4.0% | +8.1% |
| YTD | +28.6% | +35.7% | -7.1% | +23.6% |
| 1Y | +52.3% | +50.1% | +2.3% | +45.3% |
| All | +52.3% | +50.1% | +2.2% | +45.3% |
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