+52.7%
ROST vs BNY
+45.2%
+7.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +5.7% |
| 7D | +7.8% | +2.8% | +5.0% | +7.3% |
| 30D | +8.6% | +6.7% | +1.9% | +7.5% |
| 3M | -1.9% | -2.2% | +0.3% | -1.6% |
| 6M | +9.1% | +16.8% | -7.6% | +6.2% |
| YTD | +37.2% | +33.9% | +3.4% | +28.2% |
| 1Y | +52.7% | +43.9% | +8.8% | +41.0% |
| All | +52.7% | +45.2% | +7.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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