+74,203.7%
ROST vs BP
+1,374.8%
+72,829.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.6% |
| 7D | -1.8% | -0.8% | -1.1% | -1.6% |
| 30D | +6.8% | -3.1% | +10.0% | +7.5% |
| 3M | -4.0% | +6.2% | -10.2% | -6.0% |
| 6M | +12.9% | +4.8% | +8.1% | +10.3% |
| YTD | +34.7% | +35.2% | -0.4% | +21.7% |
| 1Y | +49.5% | +27.4% | +22.1% | +37.1% |
| 3Y | +101.5% | +49.8% | +51.7% | +73.4% |
| 5Y | +120.7% | +109.4% | +11.3% | +68.1% |
| 10Y | +317.8% | +135.7% | +182.1% | +196.5% |
| All | +74,203.7% | +1,374.8% | +72,829.0% | +37,485.2% |
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 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