+70,808.4%
ROST vs BP
+1,327.5%
+69,480.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | +0.9% | +3.9% | -3.0% | -0.2% |
| 30D | -8.9% | +7.6% | -16.5% | -10.8% |
| 3M | -0.8% | +0.7% | -1.5% | -1.5% |
| 6M | +8.5% | +15.5% | -7.0% | +3.1% |
| YTD | +28.6% | +30.8% | -2.2% | +17.6% |
| 1Y | +52.3% | +34.3% | +18.0% | +38.0% |
| 3Y | +94.8% | +35.1% | +59.8% | +73.0% |
| 5Y | +110.8% | +126.8% | -16.1% | +57.0% |
| 10Y | +304.5% | +123.4% | +181.2% | +192.0% |
| All | +70,808.4% | +1,327.5% | +69,480.9% | +36,235.2% |
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