+96.0%
ROST vs BIDU
-33.9%
+129.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -2.2% | -2.4% | +0.2% | -2.1% |
| 30D | -11.4% | -16.0% | +4.5% | -10.5% |
| 3M | -1.6% | -24.0% | +22.4% | +0.1% |
| 6M | +6.8% | -24.9% | +31.7% | +8.2% |
| YTD | +25.8% | -29.6% | +55.4% | +27.7% |
| 1Y | +52.4% | -15.2% | +67.6% | +51.6% |
| All | +96.0% | -33.9% | +129.9% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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