+71,250.4%
ROST vs BN
+15,531.3%
+55,719.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | +0.3% | -1.0% | +1.2% | +0.6% |
| 30D | +0.5% | +14.0% | -13.5% | -4.0% |
| 3M | -5.2% | -9.0% | +3.8% | -2.2% |
| 6M | +9.8% | -8.8% | +18.7% | +12.9% |
| YTD | +29.4% | -10.3% | +39.6% | +33.0% |
| 1Y | +44.4% | -5.8% | +50.2% | +45.8% |
| 3Y | +95.0% | +94.8% | +0.2% | +49.4% |
| 5Y | +111.9% | +31.5% | +80.4% | +82.7% |
| 10Y | +301.2% | +291.9% | +9.3% | +145.9% |
| All | +71,250.4% | +15,531.3% | +55,719.0% | +22,722.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling