+72,888.7%
ROST vs BP
+1,352.9%
+71,535.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | +2.8% | -6.9% | +9.7% | +4.7% |
| 30D | +6.6% | -3.6% | +10.1% | +7.3% |
| 3M | -7.0% | +8.4% | -15.4% | -9.5% |
| 6M | +5.4% | +5.3% | 0.0% | +2.8% |
| YTD | +32.4% | +33.2% | -0.8% | +20.0% |
| 1Y | +48.4% | +28.2% | +20.2% | +35.8% |
| 3Y | +99.5% | +49.2% | +50.2% | +71.8% |
| 5Y | +109.9% | +102.9% | +7.0% | +61.2% |
| 10Y | +315.5% | +127.7% | +187.9% | +197.4% |
| All | +72,888.7% | +1,352.9% | +71,535.8% | +36,968.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling