+312.1%
ROST vs BR
+189.7%
+122.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.5% |
| 7D | +0.2% | -3.0% | +3.2% | +1.6% |
| 30D | -6.9% | -0.3% | -6.6% | -6.9% |
| 3M | -3.3% | +17.3% | -20.6% | -11.0% |
| 6M | +9.0% | -6.7% | +15.7% | +11.4% |
| YTD | +28.9% | -23.4% | +52.3% | +44.5% |
| 1Y | +54.0% | -32.7% | +86.6% | +84.4% |
| 3Y | +100.7% | -5.9% | +106.6% | +97.1% |
| 5Y | +116.0% | +8.4% | +107.6% | +91.7% |
| All | +312.1% | +189.7% | +122.4% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling