+96.1%
ROST vs BHP
+72.0%
+24.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +1.1% |
| 7D | -2.5% | -3.7% | +1.2% | -1.8% |
| 30D | -10.3% | -0.8% | -9.4% | -10.2% |
| 3M | -2.6% | +7.6% | -10.2% | -4.3% |
| 6M | +6.5% | +20.8% | -14.3% | +1.3% |
| YTD | +25.9% | +50.8% | -24.8% | +13.2% |
| 1Y | +52.3% | +70.9% | -18.6% | +32.5% |
| All | +96.1% | +72.0% | +24.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 3y: compounded portfolio wealth divided by compounded BHP 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…
3y analysis · Full analysis span regression · 6 months rolling