+114.6%
ROST vs BND
-2.6%
+117.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +0.2% | -1.0% | +1.2% | +0.9% |
| 30D | -6.9% | -1.1% | -5.8% | -6.2% |
| 3M | -3.3% | -1.9% | -1.4% | -2.1% |
| 6M | +9.0% | -1.6% | +10.7% | +10.2% |
| YTD | +28.9% | -1.2% | +30.1% | +29.9% |
| 1Y | +54.0% | -0.7% | +54.7% | +54.8% |
| 3Y | +100.7% | +12.5% | +88.2% | +86.8% |
| All | +114.6% | -2.6% | +117.2% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 5y: compounded portfolio wealth divided by compounded BND 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…
5y analysis · Full analysis span regression · 6 months rolling