+302.7%
ROST vs BLDR
+372.1%
-69.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.2% |
| 7D | -2.5% | -8.1% | +5.6% | -0.2% |
| 30D | -10.3% | -21.5% | +11.2% | -4.1% |
| 3M | -2.6% | -21.0% | +18.4% | +2.6% |
| 6M | +6.5% | -37.1% | +43.6% | +19.1% |
| YTD | +25.9% | -42.7% | +68.6% | +43.4% |
| 1Y | +52.3% | -58.0% | +110.3% | +89.4% |
| 3Y | +94.6% | -57.8% | +152.4% | +126.6% |
| 5Y | +111.1% | +10.3% | +100.8% | +71.0% |
| All | +302.7% | +372.1% | -69.4% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling