+312.1%
ROST vs BG
+166.7%
+145.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.1% | +2.8% |
| 7D | +0.2% | +3.1% | -2.9% | -0.7% |
| 30D | -6.9% | +10.2% | -17.1% | -9.6% |
| 3M | -3.3% | -1.7% | -1.6% | -3.4% |
| 6M | +9.0% | +1.0% | +8.1% | +7.6% |
| YTD | +28.9% | +39.9% | -11.1% | +14.8% |
| 1Y | +54.0% | +53.2% | +0.8% | +32.8% |
| 3Y | +100.7% | +16.3% | +84.4% | +85.1% |
| 5Y | +116.0% | +83.9% | +32.2% | +62.9% |
| All | +312.1% | +166.7% | +145.4% | +146.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling