+52.7%
ROST vs BRO
-3.6%
+56.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.5% | +1.7% | +5.7% |
| 7D | +7.8% | +12.4% | -4.7% | +6.8% |
| 30D | +8.6% | +21.6% | -13.0% | +7.2% |
| 3M | -1.9% | +4.3% | -6.3% | -2.4% |
| 6M | +9.1% | +29.2% | -20.0% | +9.3% |
| YTD | +37.2% | -6.4% | +43.6% | +40.4% |
| 1Y | +52.7% | -5.3% | +58.0% | +56.2% |
| All | +52.7% | -3.6% | +56.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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