+112.0%
ROST vs BP
+131.3%
-19.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | -10.0% | +9.1% | -19.1% | -11.2% |
| 3M | +1.2% | +3.9% | -2.7% | +0.4% |
| 6M | +8.9% | +13.6% | -4.7% | +5.9% |
| YTD | +28.1% | +34.0% | -6.0% | +20.4% |
| 1Y | +53.0% | +39.2% | +13.8% | +42.6% |
| 3Y | +97.9% | +36.4% | +61.4% | +83.0% |
| 5Y | +112.0% | +135.8% | -23.8% | +60.3% |
| All | +112.0% | +131.3% | -19.3% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling