+99.5%
ROST vs BP
+48.5%
+50.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.6% |
| 7D | +2.8% | -6.9% | +9.7% | +3.0% |
| 30D | +6.6% | -3.6% | +10.1% | +6.6% |
| 3M | -7.0% | +8.4% | -15.4% | -7.6% |
| 6M | +5.4% | +5.3% | 0.0% | +4.6% |
| YTD | +32.4% | +33.2% | -0.8% | +26.8% |
| 1Y | +48.4% | +28.2% | +20.2% | +42.7% |
| 3Y | +99.5% | +49.2% | +50.2% | +83.7% |
| All | +99.5% | +48.5% | +50.9% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling