+46.9%
ROST vs BN
-9.6%
+56.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +0.9% | -0.3% | +1.1% | +0.9% |
| 30D | +5.1% | +13.6% | -8.4% | +1.9% |
| 3M | -4.3% | -6.7% | +2.4% | -2.6% |
| 6M | +9.4% | -9.0% | +18.4% | +11.7% |
| YTD | +32.5% | -8.8% | +41.3% | +33.1% |
| 1Y | +46.9% | -10.6% | +57.5% | +48.8% |
| All | +46.9% | -9.6% | +56.5% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling