+100.7%
ROST vs BNY
+287.0%
-186.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.2% | -1.3% | +1.5% | +0.6% |
| 30D | -6.9% | -0.2% | -6.7% | -6.8% |
| 3M | -3.3% | +14.9% | -18.2% | -7.5% |
| 6M | +9.0% | +40.0% | -30.9% | -2.4% |
| YTD | +28.9% | +42.0% | -13.1% | +14.3% |
| 1Y | +54.0% | +56.9% | -2.9% | +31.6% |
| 3Y | +100.7% | +289.9% | -189.1% | +15.1% |
| All | +100.7% | +287.0% | -186.3% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling