+317.8%
ROST vs BP
+133.4%
+184.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.5% |
| 7D | -1.8% | -0.8% | -1.1% | -1.5% |
| 30D | +6.8% | -3.1% | +10.0% | +7.6% |
| 3M | -4.0% | +6.2% | -10.2% | -6.7% |
| 6M | +12.9% | +4.8% | +8.1% | +9.5% |
| YTD | +34.7% | +35.2% | -0.4% | +17.4% |
| 1Y | +49.5% | +27.4% | +22.1% | +33.0% |
| 3Y | +101.5% | +49.8% | +51.7% | +63.7% |
| 5Y | +120.7% | +109.4% | +11.3% | +46.5% |
| 10Y | +317.8% | +135.7% | +182.1% | +152.2% |
| All | +317.8% | +133.4% | +184.5% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling