+99.5%
ROST vs BLDR
-55.5%
+155.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.4% |
| 7D | +0.2% | -0.3% | +0.6% | +0.2% |
| 30D | -10.0% | -16.2% | +6.2% | -7.5% |
| 3M | +1.2% | -14.4% | +15.6% | +2.8% |
| 6M | +8.9% | -32.8% | +41.7% | +15.1% |
| YTD | +28.1% | -39.2% | +67.2% | +37.0% |
| 1Y | +53.0% | -57.7% | +110.6% | +74.4% |
| All | +99.5% | -55.5% | +155.0% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling