+3,096.3%
ROST vs BR
+1,281.7%
+1,814.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -2.2% | -5.0% | +2.8% | -0.1% |
| 30D | -11.4% | -2.5% | -9.0% | -10.6% |
| 3M | -1.6% | +13.5% | -15.1% | -7.5% |
| 6M | +6.8% | -9.4% | +16.2% | +10.2% |
| YTD | +25.8% | -23.3% | +49.1% | +38.8% |
| 1Y | +52.4% | -31.6% | +84.0% | +76.8% |
| 3Y | +94.4% | -5.1% | +99.4% | +91.7% |
| 5Y | +108.2% | +8.2% | +100.0% | +90.8% |
| 10Y | +308.5% | +189.8% | +118.7% | +142.1% |
| All | +3,096.3% | +1,281.7% | +1,814.6% | +824.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling