+9,736.6%
ROST vs BG
+1,185.2%
+8,551.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | +0.2% | +2.4% | -2.1% | -0.3% |
| 30D | -10.0% | +15.0% | -25.0% | -12.9% |
| 3M | +1.2% | -0.7% | +1.9% | +0.9% |
| 6M | +8.9% | +7.5% | +1.4% | +6.3% |
| YTD | +28.1% | +41.6% | -13.5% | +17.2% |
| 1Y | +53.0% | +50.7% | +2.3% | +37.6% |
| 3Y | +97.9% | +20.3% | +77.6% | +84.5% |
| 5Y | +112.0% | +85.2% | +26.7% | +75.9% |
| 10Y | +303.0% | +160.6% | +142.3% | +197.3% |
| All | +9,736.6% | +1,185.2% | +8,551.4% | +5,441.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling