+114.6%
ROST vs BR
+8.0%
+106.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.2% | -3.0% | +3.2% | +1.3% |
| 30D | -6.9% | -0.3% | -6.6% | -6.9% |
| 3M | -3.3% | +17.3% | -20.6% | -9.6% |
| 6M | +9.0% | -6.7% | +15.7% | +11.4% |
| YTD | +28.9% | -23.4% | +52.3% | +43.2% |
| 1Y | +54.0% | -32.7% | +86.6% | +81.6% |
| 3Y | +100.7% | -5.9% | +106.6% | +96.5% |
| All | +114.6% | +8.0% | +106.6% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling