+302.7%
ROST vs BP
+137.6%
+165.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.5% | +5.7% | -8.2% | -4.4% |
| 30D | -10.3% | +8.1% | -18.4% | -12.8% |
| 3M | -2.6% | +8.6% | -11.2% | -5.9% |
| 6M | +6.5% | +18.1% | -11.6% | -1.3% |
| YTD | +25.9% | +37.6% | -11.7% | +9.7% |
| 1Y | +52.3% | +39.4% | +12.9% | +31.6% |
| 3Y | +94.6% | +40.1% | +54.5% | +63.4% |
| 5Y | +111.1% | +141.3% | -30.2% | +31.6% |
| All | +302.7% | +137.6% | +165.1% | +140.1% |
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