+301.5%
ROST vs BP
+143.9%
+157.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | +0.3% | +3.8% | -3.6% | -1.0% |
| 30D | +0.5% | -5.3% | +5.8% | +2.0% |
| 3M | -5.2% | +9.3% | -14.5% | -8.8% |
| 6M | +9.8% | +7.2% | +2.6% | +5.7% |
| YTD | +29.4% | +38.0% | -8.7% | +11.9% |
| 1Y | +44.4% | +33.2% | +11.2% | +26.3% |
| 3Y | +95.0% | +50.3% | +44.7% | +58.5% |
| 5Y | +111.9% | +114.1% | -2.2% | +39.5% |
| All | +301.5% | +143.9% | +157.6% | +141.2% |
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