+3,158.4%
ROST vs BND
+76.6%
+3,081.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -10.0% | -0.4% | -9.6% | -10.0% |
| 3M | +1.2% | -0.2% | +1.5% | +1.2% |
| 6M | +8.9% | -1.2% | +10.1% | +8.8% |
| YTD | +28.1% | -0.3% | +28.4% | +28.0% |
| 1Y | +53.0% | +0.4% | +52.6% | +53.0% |
| 3Y | +97.9% | +13.4% | +84.5% | +101.0% |
| 5Y | +112.0% | -1.5% | +113.5% | +102.2% |
| 10Y | +303.0% | +15.5% | +287.5% | +324.5% |
| All | +3,158.4% | +76.6% | +3,081.7% | +4,454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling