+52.3%
ROST vs BRKR
+100.6%
-48.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +0.9% | +2.5% | -1.6% | +0.7% |
| 30D | -8.9% | +11.5% | -20.4% | -9.8% |
| 3M | -0.8% | -2.4% | +1.5% | -1.1% |
| 6M | +8.5% | +52.3% | -43.8% | +2.3% |
| YTD | +28.6% | +24.5% | +4.1% | +23.4% |
| 1Y | +52.3% | +97.3% | -45.0% | +44.9% |
| All | +52.3% | +100.6% | -48.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling