+112.0%
ROST vs BIDU
-54.4%
+166.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +0.3% | -4.6% | +4.8% | +0.8% |
| 30D | +0.5% | -4.5% | +5.0% | +1.0% |
| 3M | -5.2% | -25.4% | +20.1% | -2.1% |
| 6M | +9.8% | -48.1% | +57.9% | +18.2% |
| YTD | +29.4% | -40.2% | +69.6% | +35.7% |
| 1Y | +44.4% | -35.2% | +79.6% | +49.6% |
| 3Y | +95.0% | -27.1% | +122.1% | +93.5% |
| All | +112.0% | -54.4% | +166.4% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling