+111.1%
ROST vs BIDU
-45.6%
+156.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -2.5% | -5.2% | +2.7% | -1.9% |
| 30D | -10.3% | -14.5% | +4.2% | -8.8% |
| 3M | -2.6% | -22.9% | +20.3% | +0.1% |
| 6M | +6.5% | -27.8% | +34.3% | +9.7% |
| YTD | +25.9% | -30.7% | +56.6% | +29.8% |
| 1Y | +52.3% | -15.8% | +68.2% | +52.1% |
| 3Y | +94.6% | -33.2% | +127.8% | +96.7% |
| 5Y | +111.1% | -44.8% | +155.9% | +104.3% |
| All | +111.1% | -45.6% | +156.7% | +104.3% |
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