+94.7%
ROST vs BIYA
-99.9%
+194.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +0.9% | +10.0% | -9.1% | +0.7% |
| 30D | +5.1% | -17.7% | +22.8% | +5.4% |
| 3M | -4.3% | -55.0% | +50.8% | -3.5% |
| 6M | +9.4% | -85.1% | +94.6% | +8.9% |
| YTD | +32.5% | -96.9% | +129.4% | +32.3% |
| 1Y | +46.9% | -98.5% | +145.4% | +46.4% |
| All | +94.7% | -99.9% | +194.6% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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