+70,384.2%
ROST vs BHP
+8,048.4%
+62,335.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | 0.0% | +1.3% | -1.2% | -0.3% |
| 30D | -10.2% | +4.0% | -14.1% | -11.1% |
| 3M | +1.0% | +12.3% | -11.3% | -2.3% |
| 6M | +8.7% | +30.8% | -22.1% | +0.6% |
| YTD | +27.8% | +58.8% | -31.0% | +12.2% |
| 1Y | +52.7% | +76.8% | -24.2% | +30.1% |
| 3Y | +97.5% | +87.5% | +10.0% | +63.3% |
| 5Y | +111.6% | +123.9% | -12.3% | +63.1% |
| 10Y | +302.2% | +504.4% | -202.2% | +139.1% |
| All | +70,384.2% | +8,048.4% | +62,335.8% | +19,413.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling