+52.2%
ROST vs BP
+40.5%
+11.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -1.6% |
| 7D | -2.2% | +4.0% | -6.2% | -2.0% |
| 30D | -11.4% | +7.8% | -19.3% | -11.1% |
| 3M | -1.6% | +8.4% | -10.0% | -1.5% |
| 6M | +6.8% | +15.1% | -8.2% | +5.4% |
| YTD | +25.8% | +36.4% | -10.6% | +21.4% |
| All | +52.2% | +40.5% | +11.7% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling