+52.3%
ROST vs BN
-13.5%
+65.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -2.5% | -5.9% | +3.4% | -0.9% |
| 30D | -10.3% | -15.1% | +4.8% | -6.5% |
| 3M | -2.6% | -14.6% | +12.0% | +1.3% |
| 6M | +6.5% | -8.4% | +15.0% | +8.1% |
| YTD | +25.9% | -16.8% | +42.7% | +30.0% |
| 1Y | +52.3% | -14.4% | +66.7% | +53.9% |
| All | +52.3% | -13.5% | +65.9% | +53.9% |
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